+5.7%
HIG vs FGI
+93.1%
-87.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.9% |
| 7D | -1.1% | +5.2% | -6.2% | -1.0% |
| 30D | -4.9% | +65.2% | -70.1% | -4.3% |
| 3M | +6.8% | +30.2% | -23.4% | +7.3% |
| 6M | -1.7% | +87.8% | -89.5% | -0.5% |
| YTD | -0.2% | +32.5% | -32.7% | +0.7% |
| 1Y | +5.7% | +93.6% | -87.9% | +8.0% |
| All | +5.7% | +93.1% | -87.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling