+764.4%
FIX vs HIG
+103.2%
+661.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -7.2% | -3.2% | -4.0% | -6.5% |
| 3M | -15.9% | +9.1% | -25.0% | -19.0% |
| 6M | +12.7% | -1.8% | +14.5% | +13.2% |
| YTD | +72.8% | +1.8% | +71.0% | +70.5% |
| 1Y | +122.9% | +4.6% | +118.3% | +116.8% |
| All | +764.4% | +103.2% | +661.2% | +570.3% |
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