+12.5%
AGG vs HIG
+101.1%
-88.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | -1.9% | +6.7% | -8.6% | -2.1% |
| 6M | -1.7% | +2.0% | -3.7% | -1.8% |
| YTD | -1.3% | +0.3% | -1.6% | -1.3% |
| 1Y | -0.7% | +4.2% | -4.9% | -0.9% |
| 3Y | +12.5% | +102.2% | -89.8% | +12.6% |
| All | +12.5% | +101.1% | -88.6% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling