+878.2%
HIG vs FDS
+9,502.8%
-8,624.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | +0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | -3.2% | +9.0% | -12.2% | -6.6% |
| 3M | +9.1% | +18.9% | -9.7% | +1.0% |
| 6M | -1.8% | +35.1% | -36.9% | -14.9% |
| YTD | +1.8% | +5.5% | -3.7% | -4.1% |
| 1Y | +4.6% | -16.8% | +21.4% | +7.1% |
| 3Y | +101.6% | -28.1% | +129.7% | +116.2% |
| 5Y | +124.5% | -17.4% | +141.9% | +123.5% |
| 10Y | +317.8% | +85.4% | +232.4% | +194.8% |
| All | +878.2% | +9,502.8% | -8,624.6% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling