+231.8%
ACWI vs HIG
+314.4%
-82.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -0.6% | -2.8% | +2.2% | +0.2% |
| 3M | +4.3% | +6.3% | -2.1% | +2.0% |
| 6M | +12.7% | -0.1% | +12.8% | +12.2% |
| YTD | +13.9% | +0.4% | +13.5% | +13.1% |
| 1Y | +20.5% | +6.2% | +14.3% | +17.3% |
| 3Y | +76.5% | +101.6% | -25.1% | +38.5% |
| 5Y | +67.5% | +119.8% | -52.3% | +26.8% |
| 10Y | +231.8% | +311.7% | -79.9% | +105.9% |
| All | +231.8% | +314.4% | -82.5% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling