+365.7%
ALAB vs HIG
+41.3%
+324.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -5.0% | -7.9% |
| 7D | +3.2% | -1.1% | +4.3% | +2.6% |
| 30D | -13.6% | -4.9% | -8.7% | -15.6% |
| 3M | -16.6% | +6.8% | -23.4% | -14.1% |
| 6M | +142.3% | -1.7% | +144.0% | +145.8% |
| YTD | +73.6% | -0.2% | +73.9% | +77.0% |
| 1Y | +33.7% | +5.7% | +28.0% | +36.5% |
| All | +365.7% | +41.3% | +324.4% | +435.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling