+301.7%
HIG vs FTV
+80.7%
+221.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.5% | -4.0% | +2.5% | +0.7% |
| 30D | -0.4% | -11.0% | +10.7% | +6.1% |
| 3M | +6.7% | -8.4% | +15.1% | +11.1% |
| 6M | +2.0% | -2.6% | +4.5% | +2.1% |
| YTD | +0.3% | -0.6% | +0.9% | -1.7% |
| 1Y | +4.2% | +11.0% | -6.8% | -4.6% |
| 3Y | +102.2% | -6.3% | +108.6% | +97.6% |
| 5Y | +118.5% | -1.5% | +120.0% | +101.4% |
| All | +301.7% | +80.7% | +221.0% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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