-52.0%
FIG vs HIG
+5.3%
-57.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | -9.5% | +4.2% | -13.6% | -10.5% |
| 3M | -26.2% | +0.2% | -26.4% | -26.4% |
| 6M | +2.7% | +4.6% | -1.9% | +2.0% |
| YTD | -48.0% | +1.1% | -49.1% | -48.9% |
| 1Y | -52.0% | +4.7% | -56.7% | -52.0% |
| All | -52.0% | +5.3% | -57.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling