+1,572.1%
ALB vs HIG
+990.4%
+581.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | -0.1% | -3.4% | -3.6% |
| 30D | -2.9% | +4.4% | -7.2% | -4.0% |
| 3M | -25.8% | 0.0% | -25.9% | -26.0% |
| 6M | -53.6% | +3.8% | -57.4% | -54.2% |
| YTD | -32.4% | +0.7% | -33.1% | -33.0% |
| 1Y | -13.0% | +5.0% | -18.1% | -14.8% |
| 3Y | -15.0% | +95.3% | -110.3% | -28.6% |
| 5Y | -63.5% | +110.8% | -174.3% | -69.8% |
| 10Y | +34.7% | +261.9% | -227.2% | -4.0% |
| All | +1,572.1% | +990.4% | +581.8% | +527.4% |
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