+2,118.7%
ALB vs HIG
+1,002.1%
+1,116.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.2% |
| 7D | -8.1% | +0.3% | -8.4% | -8.1% |
| 30D | +6.3% | -3.2% | +9.5% | +7.0% |
| 3M | -23.6% | +9.1% | -32.7% | -25.4% |
| 6M | -24.6% | -1.8% | -22.8% | -24.6% |
| YTD | -10.3% | +1.8% | -12.0% | -11.2% |
| 1Y | +61.5% | +4.6% | +56.9% | +58.4% |
| 3Y | -34.0% | +101.6% | -135.6% | -44.9% |
| 5Y | -44.6% | +124.5% | -169.1% | -54.7% |
| 10Y | +76.1% | +317.8% | -241.7% | +21.8% |
| All | +2,118.7% | +1,002.1% | +1,116.6% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling