+102.9%
HIG vs FDS
-36.6%
+139.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.1% |
| 7D | -2.3% | -16.0% | +13.7% | +0.3% |
| 30D | -1.2% | -6.7% | +5.5% | -0.3% |
| 3M | +6.3% | +6.0% | +0.3% | +4.8% |
| 6M | +0.6% | +25.1% | -24.5% | -3.9% |
| YTD | +0.6% | -8.1% | +8.7% | +2.8% |
| 1Y | +6.1% | -26.0% | +32.1% | +15.5% |
| All | +102.9% | -36.6% | +139.5% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling