+11.4%
FPS vs HBM
+19.0%
-7.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +0.1% |
| 7D | +10.4% | +7.4% | +3.0% | +6.4% |
| 30D | -16.5% | +5.1% | -21.6% | -19.1% |
| 3M | -45.5% | +11.1% | -56.7% | -49.3% |
| 6M | +2.1% | +30.2% | -28.1% | -11.6% |
| All | +11.4% | +19.0% | -7.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling