-79.1%
FIG vs HIG
+13.7%
-92.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | -14.3% | -3.2% | -11.1% | -14.2% |
| 3M | +7.2% | +9.1% | -2.0% | +7.7% |
| 6M | -18.6% | -1.8% | -16.8% | -20.4% |
| YTD | -35.5% | +1.8% | -37.2% | -36.3% |
| 1Y | -55.8% | +4.6% | -60.4% | -58.3% |
| All | -79.1% | +13.7% | -92.9% | -76.0% |
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 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