+114.6%
HIG vs FGI
-74.8%
+189.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.4% |
| 7D | +2.6% | -14.4% | +17.0% | +2.6% |
| 30D | +4.2% | -11.8% | +15.9% | +4.2% |
| 3M | +0.2% | -46.2% | +46.4% | +0.2% |
| 6M | +4.6% | +5.2% | -0.6% | +4.6% |
| YTD | +1.1% | +10.5% | -9.4% | +1.0% |
| 1Y | +4.7% | +25.5% | -20.8% | +4.5% |
| 3Y | +95.5% | -16.0% | +111.5% | +95.6% |
| All | +114.6% | -74.8% | +189.4% | +117.8% |
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