-80.3%
FIG vs HIG
+11.5%
-91.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -5.5% |
| 7D | -16.4% | -1.1% | -15.3% | -16.2% |
| 30D | -2.3% | -4.9% | +2.6% | -2.0% |
| 3M | +7.8% | +6.8% | +1.0% | +8.3% |
| 6M | -21.8% | -1.7% | -20.2% | -22.9% |
| YTD | -39.1% | -0.2% | -38.9% | -39.8% |
| 1Y | -56.6% | +5.7% | -62.3% | -56.2% |
| All | -80.3% | +11.5% | -91.8% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling