+294.5%
HIG vs FTV
+87.0%
+207.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | -2.8% | -9.5% | +6.7% | +2.5% |
| 3M | +6.3% | -10.9% | +17.3% | +12.4% |
| 6M | -0.1% | -0.6% | +0.5% | -1.0% |
| YTD | +0.4% | +1.4% | -1.0% | -2.6% |
| 1Y | +6.2% | +17.6% | -11.4% | -5.9% |
| 3Y | +101.6% | -3.3% | +104.9% | +93.4% |
| 5Y | +119.8% | -0.1% | +120.0% | +101.6% |
| 10Y | +311.7% | +82.5% | +229.2% | +164.8% |
| All | +294.5% | +87.0% | +207.5% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling