+116.0%
HIG vs FGI
-70.4%
+186.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -3.2% | +65.4% | -68.6% | -3.2% |
| 3M | +9.1% | +23.5% | -14.4% | +9.2% |
| 6M | -1.8% | +60.5% | -62.3% | -1.9% |
| YTD | +1.8% | +30.0% | -28.2% | +1.7% |
| 1Y | +4.6% | +82.1% | -77.5% | +4.1% |
| 3Y | +101.6% | -4.4% | +106.0% | +101.9% |
| All | +116.0% | -70.4% | +186.3% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling