+1,072.7%
FTI vs HIG
+118.8%
+954.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -3.0% |
| 7D | -5.6% | -2.3% | -3.3% | -4.4% |
| 30D | +0.4% | -1.2% | +1.6% | +1.0% |
| 3M | +8.1% | +6.3% | +1.8% | +3.7% |
| 6M | +16.7% | +0.6% | +16.1% | +15.0% |
| YTD | +70.0% | +0.6% | +69.4% | +66.9% |
| 1Y | +85.4% | +6.1% | +79.3% | +75.4% |
| 3Y | +265.9% | +102.0% | +164.0% | +117.1% |
| 5Y | +1,072.7% | +119.2% | +953.5% | +530.7% |
| All | +1,072.7% | +118.8% | +954.0% | +530.7% |
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