+196.5%
HBM vs FGI
-66.3%
+262.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.5% |
| 7D | +5.1% | +13.5% | -8.5% | +5.0% |
| 30D | -15.8% | +17.1% | -32.9% | -15.9% |
| 3M | -22.4% | +78.0% | -100.4% | -23.3% |
| 6M | -20.2% | +46.4% | -66.7% | -21.1% |
| YTD | +9.0% | +47.7% | -38.7% | +6.2% |
| 1Y | +27.4% | +56.8% | -29.4% | +23.6% |
| 3Y | +424.2% | +12.3% | +412.0% | +406.2% |
| All | +196.5% | -66.3% | +262.8% | +198.9% |
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