+102.9%
HIG vs FTV
-5.5%
+108.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -2.3% | -5.2% | +2.9% | -1.0% |
| 30D | -1.2% | -11.5% | +10.3% | +1.7% |
| 3M | +6.3% | -9.0% | +15.3% | +8.4% |
| 6M | +0.6% | -2.0% | +2.6% | +0.5% |
| YTD | +0.6% | -0.9% | +1.6% | -0.2% |
| 1Y | +6.1% | +14.8% | -8.7% | +0.8% |
| All | +102.9% | -5.5% | +108.4% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling