+1,440.5%
FANG vs HIG
+749.7%
+690.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +2.9% | -1.5% | +4.3% | +3.9% |
| 30D | +2.6% | -0.4% | +3.0% | +2.7% |
| 3M | +7.6% | +6.7% | +0.9% | +2.4% |
| 6M | +17.3% | +2.0% | +15.4% | +14.0% |
| YTD | +38.7% | +0.3% | +38.4% | +35.9% |
| 1Y | +51.6% | +4.2% | +47.5% | +43.9% |
| 3Y | +50.0% | +102.2% | -52.3% | -14.1% |
| 5Y | +237.6% | +118.5% | +119.1% | +80.3% |
| 10Y | +180.7% | +311.1% | -130.5% | -6.3% |
| All | +1,440.5% | +749.7% | +690.9% | +252.4% |
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