+80.2%
ALB vs HIG
+315.0%
-234.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -7.6% | -2.3% | -5.3% | -6.8% |
| 30D | -5.6% | -1.2% | -4.4% | -5.3% |
| 3M | -16.8% | +6.3% | -23.1% | -19.3% |
| 6M | -26.3% | +0.6% | -26.9% | -27.1% |
| YTD | -13.2% | +0.6% | -13.8% | -14.5% |
| 1Y | +68.8% | +6.1% | +62.7% | +62.0% |
| 3Y | -30.7% | +102.0% | -132.6% | -50.5% |
| 5Y | -46.3% | +119.2% | -165.5% | -62.8% |
| All | +80.2% | +315.0% | -234.8% | +6.3% |
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