+14.3%
A vs HIG
+110.6%
-96.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.5% | +2.6% | -3.1% | -1.4% |
| 30D | 0.0% | +4.2% | -4.2% | -1.6% |
| 3M | +16.7% | +0.2% | +16.5% | +16.2% |
| 6M | +54.8% | +4.6% | +50.2% | +50.9% |
| YTD | +28.8% | +1.1% | +27.7% | +27.0% |
| 1Y | +19.3% | +4.7% | +14.6% | +15.8% |
| 3Y | +65.5% | +95.5% | -29.9% | +17.3% |
| All | +14.3% | +110.6% | -96.4% | -24.0% |
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