+2,112.4%
FTI vs HIG
+251.7%
+1,860.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -0.2% | -1.1% | +0.9% | +0.1% |
| 30D | +12.3% | -4.9% | +17.2% | +13.9% |
| 3M | +13.8% | +6.8% | +7.0% | +11.3% |
| 6M | +24.3% | -1.7% | +26.0% | +24.2% |
| YTD | +75.8% | -0.2% | +76.0% | +74.8% |
| 1Y | +99.6% | +5.7% | +93.9% | +95.0% |
| 3Y | +278.4% | +100.3% | +178.1% | +207.0% |
| 5Y | +1,168.7% | +118.5% | +1,050.2% | +908.9% |
| 10Y | +297.5% | +309.7% | -12.2% | +173.4% |
| All | +2,112.4% | +251.7% | +1,860.7% | +988.5% |
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