+5,993.3%
FIX vs HIG
+304.7%
+5,688.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.3% |
| 7D | +6.1% | -1.1% | +7.1% | +6.6% |
| 30D | -2.7% | -4.9% | +2.2% | -0.5% |
| 3M | -10.9% | +6.8% | -17.7% | -14.9% |
| 6M | +29.0% | -1.7% | +30.7% | +28.0% |
| YTD | +76.9% | -0.2% | +77.1% | +73.7% |
| 1Y | +130.7% | +5.7% | +125.0% | +118.6% |
| 3Y | +790.7% | +100.3% | +690.4% | +494.9% |
| 5Y | +2,185.6% | +118.5% | +2,067.1% | +1,350.7% |
| 10Y | +5,993.3% | +309.7% | +5,683.6% | +2,827.0% |
| All | +5,993.3% | +304.7% | +5,688.6% | +2,827.0% |
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 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