+42.2%
ALB vs HIG
+260.9%
-218.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -2.6% | +5.4% | -7.9% | -4.8% |
| 3M | -25.6% | -0.9% | -24.6% | -25.6% |
| 6M | -54.0% | +4.8% | -58.8% | -55.4% |
| YTD | -31.6% | +0.9% | -32.5% | -32.9% |
| 1Y | -6.6% | +6.5% | -13.0% | -10.5% |
| 3Y | -14.0% | +95.7% | -109.7% | -38.0% |
| 5Y | -62.5% | +107.1% | -169.6% | -73.6% |
| All | +42.2% | +260.9% | -218.7% | -11.9% |
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 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