+5,453.2%
AGI vs HIG
+426.5%
+5,026.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +11.3% | -2.8% | +14.1% | +11.5% |
| 3M | +5.6% | +6.3% | -0.7% | +5.1% |
| 6M | -27.7% | -0.1% | -27.6% | -27.7% |
| YTD | -4.1% | +0.4% | -4.5% | -4.3% |
| 1Y | +13.8% | +6.2% | +7.5% | +13.0% |
| 3Y | +217.0% | +101.6% | +115.4% | +200.5% |
| 5Y | +404.3% | +119.8% | +284.5% | +373.9% |
| 10Y | +400.5% | +311.7% | +88.8% | +339.5% |
| All | +5,453.2% | +426.5% | +5,026.6% | +4,079.9% |
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 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