-80.9%
FIG vs HIG
+12.2%
-93.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.3% |
| 7D | -14.5% | -0.5% | -14.0% | -14.4% |
| 30D | -13.3% | -2.8% | -10.5% | -13.2% |
| 3M | +7.4% | +6.3% | +1.1% | +7.6% |
| 6M | -27.8% | -0.1% | -27.7% | -28.6% |
| YTD | -41.1% | +0.4% | -41.5% | -41.8% |
| 1Y | -58.7% | +6.2% | -65.0% | -58.4% |
| All | -80.9% | +12.2% | -93.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling