+578.0%
FE vs HIG
+504.5%
+73.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +5.2% | +5.6% | -0.4% | +4.5% |
| 3M | 0.0% | -6.9% | +6.8% | +0.8% |
| 6M | +5.0% | +1.3% | +3.7% | +4.8% |
| YTD | +7.9% | -1.5% | +9.3% | +7.9% |
| 1Y | +6.3% | +6.6% | -0.3% | +5.3% |
| 3Y | +46.0% | +91.2% | -45.2% | +34.4% |
| 5Y | +45.6% | +106.1% | -60.4% | +32.4% |
| 10Y | +109.3% | +283.7% | -174.4% | +73.9% |
| All | +578.0% | +504.5% | +73.5% | +348.2% |
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