-22.6%
FPS vs HIG
-1.4%
-21.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.7% | -14.4% |
| 7D | -23.3% | +6.2% | -29.5% | -17.1% |
| 30D | -42.4% | +9.4% | -51.8% | -36.0% |
| 3M | -43.0% | -2.3% | -40.7% | -41.5% |
| 6M | -44.5% | +4.2% | -48.6% | -39.5% |
| All | -22.6% | -1.4% | -21.2% | -14.1% |
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