+118.5%
HIG vs FRSH
-72.5%
+191.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.5% | -6.6% | +5.1% | -1.0% |
| 30D | -0.4% | +2.1% | -2.5% | -0.5% |
| 3M | +6.7% | +29.0% | -22.3% | +4.9% |
| 6M | +2.0% | +48.6% | -46.7% | -0.8% |
| YTD | +0.3% | -2.9% | +3.2% | -0.1% |
| 1Y | +4.2% | -7.9% | +12.1% | +4.1% |
| 3Y | +102.2% | -46.5% | +148.7% | +106.3% |
| All | +118.5% | -72.5% | +191.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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