+16.2%
FIX vs HIG
+6.4%
+9.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -3.0% |
| 7D | +16.9% | -0.1% | +17.0% | +16.8% |
| 30D | -30.6% | +4.4% | -35.0% | -28.1% |
| 3M | -35.1% | 0.0% | -35.1% | -34.4% |
| 6M | -44.0% | +3.8% | -47.8% | -42.1% |
| YTD | +21.0% | +0.7% | +20.4% | +26.5% |
| 1Y | +16.2% | +5.0% | +11.1% | +24.6% |
| All | +16.2% | +6.4% | +9.7% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling