+268.1%
F vs HIG
+974.1%
-706.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +2.9% | +4.5% | -1.6% | +1.6% |
| 3M | -9.5% | -5.5% | -4.0% | -8.1% |
| 6M | +4.0% | +3.1% | +0.9% | +2.6% |
| YTD | -1.3% | -0.8% | -0.5% | -1.5% |
| 1Y | -1.9% | +6.1% | -8.0% | -4.1% |
| 3Y | +53.5% | +94.1% | -40.6% | +25.9% |
| 5Y | -15.1% | +106.4% | -121.6% | -31.1% |
| 10Y | +81.0% | +265.1% | -184.1% | +23.4% |
| All | +268.1% | +974.1% | -706.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 all: compounded portfolio wealth divided by compounded HIG 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…
all analysis · Full analysis span regression · 6 months rolling