+462.1%
HBM vs FGI
0.0%
+462.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +9.0% |
| 7D | +5.0% | -1.4% | +6.4% | +5.0% |
| 30D | -12.7% | -3.2% | -9.5% | -12.8% |
| 3M | -17.4% | +64.1% | -81.6% | -17.1% |
| 6M | -8.9% | +17.2% | -26.1% | -8.5% |
| YTD | +14.9% | +31.6% | -16.7% | +14.5% |
| 1Y | +41.4% | +45.1% | -3.7% | +41.4% |
| 3Y | +462.1% | -2.0% | +464.1% | +492.0% |
| All | +462.1% | 0.0% | +462.1% | +492.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling