-42.5%
ALB vs HIG
+122.5%
-165.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.5% |
| 7D | -4.4% | -1.1% | -3.3% | -4.0% |
| 30D | -1.2% | -4.9% | +3.7% | +1.1% |
| 3M | -13.3% | +6.8% | -20.1% | -16.7% |
| 6M | -19.8% | -1.7% | -18.1% | -19.9% |
| YTD | -7.9% | -0.2% | -7.7% | -9.2% |
| 1Y | +60.2% | +5.7% | +54.4% | +51.9% |
| 3Y | -26.4% | +100.3% | -126.7% | -56.9% |
| 5Y | -42.5% | +118.5% | -161.0% | -69.7% |
| All | -42.5% | +122.5% | -165.1% | -69.7% |
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