+295.3%
HBM vs FGI
-69.1%
+364.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | +5.5% | +14.7% | -9.2% | +5.4% |
| 30D | +3.3% | +67.0% | -63.7% | +2.1% |
| 3M | +12.7% | +31.0% | -18.4% | +11.7% |
| 6M | +28.2% | +126.8% | -98.6% | +23.9% |
| YTD | +45.3% | +35.6% | +9.7% | +41.7% |
| 1Y | +121.7% | +108.9% | +12.8% | +111.1% |
| 3Y | +523.5% | -0.3% | +523.8% | +504.1% |
| All | +295.3% | -69.1% | +364.3% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling