+12,471.5%
FIX vs HIG
+501.0%
+11,970.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -15.9% | +9.1% | -25.0% | -18.0% |
| 6M | +12.7% | -1.8% | +14.5% | +12.5% |
| YTD | +72.8% | +1.8% | +71.0% | +70.7% |
| 1Y | +122.9% | +4.6% | +118.3% | +118.4% |
| 3Y | +774.3% | +101.6% | +672.7% | +634.2% |
| 5Y | +2,049.5% | +124.5% | +1,925.0% | +1,664.6% |
| 10Y | +5,821.5% | +317.8% | +5,503.6% | +4,093.4% |
| All | +12,471.5% | +501.0% | +11,970.5% | +6,481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling