+109.8%
FE vs HIG
+268.0%
-158.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | +5.2% | +5.6% | -0.4% | +3.5% |
| 3M | 0.0% | -6.9% | +6.8% | +1.9% |
| 6M | +5.0% | +1.3% | +3.7% | +4.4% |
| YTD | +7.9% | -1.5% | +9.3% | +7.9% |
| 1Y | +6.3% | +6.6% | -0.3% | +3.9% |
| 3Y | +46.0% | +91.2% | -45.2% | +19.9% |
| 5Y | +45.6% | +106.1% | -60.4% | +15.8% |
| All | +109.8% | +268.0% | -158.1% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling