+18.4%
A vs HIG
+5.1%
+13.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +6.9% | -3.2% | +10.1% | +7.1% |
| 3M | +9.2% | +9.1% | +0.1% | +8.8% |
| 6M | +25.7% | -1.8% | +27.5% | +26.9% |
| YTD | +11.5% | +1.8% | +9.8% | +11.3% |
| 1Y | +18.4% | +4.6% | +13.8% | +17.8% |
| All | +18.4% | +5.1% | +13.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling