+31.8%
A vs HIG
+99.1%
-67.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +0.6% | -4.9% | +5.5% | +1.8% |
| 3M | +10.9% | +6.8% | +4.1% | +8.6% |
| 6M | +28.2% | -1.7% | +29.8% | +28.5% |
| YTD | +8.6% | -0.2% | +8.8% | +8.2% |
| 1Y | +15.5% | +5.7% | +9.8% | +12.8% |
| 3Y | +31.8% | +100.3% | -68.5% | +7.7% |
| All | +31.8% | +99.1% | -67.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling