-95.6%
FCUV vs HIG
+337.5%
-433.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.0% | -63.3% | -65.4% |
| 7D | -47.9% | -1.1% | -46.9% | -48.1% |
| 30D | +13.7% | -4.9% | +18.6% | +12.9% |
| 3M | +97.0% | +6.8% | +90.2% | +96.6% |
| 6M | -66.1% | -1.7% | -64.4% | -66.3% |
| YTD | -81.8% | -0.2% | -81.5% | -81.8% |
| 1Y | -93.3% | +5.7% | -99.0% | -93.3% |
| 3Y | -99.2% | +100.3% | -199.5% | -99.2% |
| 5Y | -99.9% | +118.5% | -218.3% | -99.8% |
| 10Y | -98.5% | +309.7% | -408.2% | -98.4% |
| All | -95.6% | +337.5% | -433.1% | -94.8% |
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