+448.7%
FIX vs HIG
+89.3%
+359.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.8% |
| 7D | -17.5% | +1.1% | -18.5% | -17.7% |
| 30D | -41.6% | +5.6% | -47.1% | -42.4% |
| 3M | -40.6% | -6.9% | -33.7% | -39.7% |
| 6M | -49.4% | +1.3% | -50.7% | -50.3% |
| YTD | +9.2% | -1.5% | +10.6% | +8.2% |
| 1Y | +6.5% | +6.6% | -0.2% | +0.9% |
| 3Y | +448.7% | +91.2% | +357.5% | +265.0% |
| All | +448.7% | +89.3% | +359.4% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling