+2,105.4%
FIX vs HIG
+124.5%
+1,981.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -7.2% | -3.2% | -4.0% | -6.0% |
| 3M | -15.9% | +9.1% | -25.0% | -20.7% |
| 6M | +12.7% | -1.8% | +14.5% | +12.4% |
| YTD | +72.8% | +1.8% | +71.0% | +68.3% |
| 1Y | +122.9% | +4.6% | +118.3% | +112.5% |
| 3Y | +774.3% | +101.6% | +672.7% | +434.9% |
| All | +2,105.4% | +124.5% | +1,981.0% | +1,109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling