+297.7%
HBM vs FGI
-69.8%
+367.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.7% |
| 7D | +7.4% | +5.2% | +2.2% | +7.3% |
| 30D | +5.1% | +65.2% | -60.1% | +3.8% |
| 3M | +11.1% | +30.2% | -19.0% | +10.2% |
| 6M | +30.2% | +87.8% | -57.6% | +26.3% |
| YTD | +46.2% | +32.5% | +13.8% | +42.6% |
| 1Y | +120.0% | +93.6% | +26.5% | +110.0% |
| 3Y | +527.4% | -2.6% | +530.0% | +508.0% |
| All | +297.7% | -69.8% | +367.5% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling