+3,800.0%
FIX vs HIG
+270.3%
+3,529.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.1% |
| 7D | -7.2% | -0.5% | -6.8% | -7.2% |
| 30D | -35.1% | +4.5% | -39.6% | -36.9% |
| 3M | -34.3% | -5.5% | -28.8% | -33.1% |
| 6M | -42.9% | +3.1% | -46.0% | -45.1% |
| YTD | +19.5% | -0.8% | +20.3% | +16.7% |
| 1Y | +16.8% | +6.1% | +10.7% | +9.8% |
| 3Y | +506.7% | +94.1% | +412.6% | +309.0% |
| 5Y | +1,046.7% | +106.4% | +940.3% | +641.8% |
| 10Y | +3,800.0% | +265.1% | +3,534.9% | +1,727.2% |
| All | +3,800.0% | +270.3% | +3,529.6% | +1,727.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling