+356.8%
ACWI vs HIG
+177.6%
+179.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +0.9% | -3.2% | +4.1% | +1.4% |
| 3M | +2.4% | +9.1% | -6.8% | +0.7% |
| 6M | +12.4% | -1.8% | +14.2% | +12.4% |
| YTD | +15.2% | +1.8% | +13.4% | +14.5% |
| 1Y | +22.7% | +4.6% | +18.1% | +21.3% |
| 3Y | +75.8% | +101.6% | -25.9% | +55.1% |
| 5Y | +67.7% | +124.5% | -56.8% | +45.0% |
| 10Y | +229.0% | +317.8% | -88.8% | +151.2% |
| All | +356.8% | +177.6% | +179.2% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling