+571.3%
FE vs HIG
+504.5%
+66.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | +4.1% | +5.6% | -1.4% | +3.4% |
| 3M | -1.0% | -6.9% | +5.9% | -0.2% |
| 6M | +4.0% | +1.3% | +2.7% | +3.8% |
| YTD | +6.8% | -1.5% | +8.3% | +6.9% |
| 1Y | +5.3% | +6.6% | -1.3% | +4.3% |
| 3Y | +44.6% | +91.2% | -46.6% | +33.1% |
| 5Y | +44.2% | +106.1% | -61.9% | +31.1% |
| 10Y | +107.3% | +283.7% | -176.4% | +72.2% |
| All | +571.3% | +504.5% | +66.8% | +343.7% |
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