+112.8%
HIG vs FGI
-66.8%
+179.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.5% | +12.1% | -13.6% | -1.4% |
| 30D | -0.4% | +75.7% | -76.0% | -0.3% |
| 3M | +6.7% | +31.7% | -25.0% | +6.7% |
| 6M | +2.0% | +111.5% | -109.5% | +1.8% |
| YTD | +0.3% | +45.8% | -45.5% | +0.2% |
| 1Y | +4.2% | +112.5% | -108.3% | +3.7% |
| 3Y | +102.2% | +8.5% | +93.7% | +102.4% |
| All | +112.8% | -66.8% | +179.6% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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