+301.7%
HIG vs FDS
+64.8%
+236.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.5% | -14.0% | +12.5% | +3.9% |
| 30D | -0.4% | -6.2% | +5.9% | +1.6% |
| 3M | +6.7% | +10.2% | -3.5% | +1.6% |
| 6M | +2.0% | +27.4% | -25.5% | -9.8% |
| YTD | +0.3% | -9.3% | +9.5% | +1.1% |
| 1Y | +4.2% | -28.6% | +32.8% | +15.8% |
| 3Y | +102.2% | -36.8% | +139.0% | +133.8% |
| 5Y | +118.5% | -28.6% | +147.1% | +130.7% |
| All | +301.7% | +64.8% | +236.9% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling