+576.2%
FE vs HIG
+524.3%
+51.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -1.2% | -3.2% | +2.1% | -0.8% |
| 3M | +3.5% | +9.1% | -5.7% | +2.3% |
| 6M | -6.1% | -1.8% | -4.3% | -5.9% |
| YTD | +7.6% | +1.8% | +5.8% | +7.3% |
| 1Y | +11.9% | +4.6% | +7.3% | +11.1% |
| 3Y | +48.4% | +101.6% | -53.2% | +35.8% |
| 5Y | +44.8% | +124.5% | -79.7% | +30.3% |
| 10Y | +115.9% | +317.8% | -201.9% | +77.7% |
| All | +576.2% | +524.3% | +51.9% | +345.3% |
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 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