+65.5%
A vs HIG
+96.1%
-30.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | 0.0% | +4.2% | -4.2% | -1.0% |
| 3M | +16.7% | +0.2% | +16.5% | +16.6% |
| 6M | +54.8% | +4.6% | +50.2% | +52.5% |
| YTD | +28.8% | +1.1% | +27.7% | +27.9% |
| 1Y | +19.3% | +4.7% | +14.6% | +17.1% |
| 3Y | +65.5% | +95.5% | -29.9% | +26.8% |
| All | +65.5% | +96.1% | -30.6% | +26.8% |
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 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