+3,653.2%
FIX vs HIG
+276.3%
+3,376.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.5% |
| 7D | -17.5% | +1.1% | -18.5% | -18.1% |
| 30D | -41.6% | +5.6% | -47.1% | -43.5% |
| 3M | -40.6% | -6.9% | -33.7% | -39.1% |
| 6M | -49.4% | +1.3% | -50.7% | -50.9% |
| YTD | +9.2% | -1.5% | +10.6% | +6.9% |
| 1Y | +6.5% | +6.6% | -0.2% | -0.3% |
| 3Y | +448.7% | +91.2% | +357.5% | +272.3% |
| 5Y | +948.7% | +106.1% | +842.7% | +578.0% |
| All | +3,653.2% | +276.3% | +3,376.9% | +1,573.5% |
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