-15.4%
A vs HIG
+117.6%
-133.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -2.7% | -2.8% | +0.2% | -1.7% |
| 3M | +7.0% | +6.3% | +0.7% | +4.2% |
| 6M | +24.6% | -0.1% | +24.7% | +24.0% |
| YTD | +7.0% | +0.4% | +6.6% | +6.1% |
| 1Y | +15.6% | +6.2% | +9.3% | +11.6% |
| 3Y | +29.9% | +101.6% | -71.7% | -7.7% |
| 5Y | -15.4% | +119.8% | -135.2% | -42.9% |
| All | -15.4% | +117.6% | -133.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling