+91.2%
HIG vs FGI
+1.5%
+89.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +1.1% | -7.0% | +8.0% | +1.0% |
| 30D | +5.6% | -4.2% | +9.8% | +5.6% |
| 3M | -6.9% | +55.6% | -62.5% | -6.3% |
| 6M | +1.3% | -3.2% | +4.5% | +1.7% |
| YTD | -1.5% | +29.1% | -30.6% | -0.5% |
| 1Y | +6.6% | +51.0% | -44.4% | +7.8% |
| 3Y | +91.2% | +1.5% | +89.7% | +98.5% |
| All | +91.2% | +1.5% | +89.7% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling