+66.5%
AG vs HIG
+315.0%
-248.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.9% |
| 7D | -5.8% | -2.3% | -3.5% | -5.5% |
| 30D | +6.4% | -1.2% | +7.6% | +6.5% |
| 3M | +28.4% | +6.3% | +22.1% | +26.9% |
| 6M | -24.5% | +0.6% | -25.0% | -24.8% |
| YTD | +21.2% | +0.6% | +20.6% | +20.4% |
| 1Y | +114.1% | +6.1% | +108.0% | +110.6% |
| 3Y | +268.0% | +102.0% | +166.1% | +222.6% |
| 5Y | +67.3% | +119.2% | -51.9% | +43.8% |
| All | +66.5% | +315.0% | -248.5% | +27.2% |
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