-83.6%
FIG vs HIG
+12.8%
-96.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -14.3% | -0.7% | -13.6% | -14.2% |
| 30D | -13.6% | +5.4% | -19.0% | -14.1% |
| 3M | -23.7% | -0.9% | -22.8% | -23.9% |
| 6M | -5.4% | +4.8% | -10.2% | -5.3% |
| YTD | -49.2% | +0.9% | -50.1% | -50.0% |
| 1Y | -57.4% | +6.5% | -63.8% | -56.7% |
| All | -83.6% | +12.8% | -96.3% | -81.1% |
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