+200.9%
HBM vs FGI
-68.3%
+269.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.1% |
| 7D | -1.3% | +6.9% | -8.1% | -1.3% |
| 30D | -14.8% | +3.9% | -18.8% | -14.9% |
| 3M | -20.7% | +74.3% | -95.0% | -21.7% |
| 6M | -13.9% | +28.9% | -42.9% | -14.7% |
| YTD | +10.6% | +39.1% | -28.5% | +7.8% |
| 1Y | +32.4% | +49.3% | -17.0% | +28.5% |
| 3Y | +432.0% | +5.7% | +426.3% | +413.9% |
| All | +200.9% | -68.3% | +269.2% | +203.4% |
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