-98.0%
FCUV vs HIG
+12.7%
-110.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.4% | -9.9% | -6.1% |
| 7D | -8.6% | +6.2% | -14.8% | -5.2% |
| 30D | -25.9% | +9.4% | -35.4% | -22.0% |
| 3M | -69.8% | -2.3% | -67.5% | -72.9% |
| 6M | -31.6% | +4.2% | -35.8% | -39.6% |
| YTD | -90.1% | +1.6% | -91.7% | -91.2% |
| 1Y | -98.0% | +9.9% | -107.9% | -98.3% |
| All | -98.0% | +12.7% | -110.7% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling