+68.8%
ALB vs HIG
+7.0%
+61.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -7.6% | -2.3% | -5.3% | -8.2% |
| 30D | -5.6% | -1.2% | -4.4% | -5.8% |
| 3M | -16.8% | +6.3% | -23.1% | -15.1% |
| 6M | -26.3% | +0.6% | -26.9% | -25.7% |
| YTD | -13.2% | +0.6% | -13.8% | -11.6% |
| 1Y | +68.8% | +6.1% | +62.7% | +78.8% |
| All | +68.8% | +7.0% | +61.8% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling