+371.6%
ALL vs HIG
+261.7%
+109.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +5.0% | +2.6% | +2.4% | +3.6% |
| 30D | +13.3% | +4.2% | +9.1% | +11.0% |
| 3M | +3.2% | +0.2% | +3.0% | +3.2% |
| 6M | +25.3% | +4.6% | +20.7% | +22.8% |
| YTD | +30.5% | +1.1% | +29.3% | +30.2% |
| 1Y | +29.2% | +4.7% | +24.5% | +26.6% |
| 3Y | +119.1% | +95.5% | +23.7% | +59.1% |
| 5Y | +162.6% | +111.7% | +51.0% | +83.5% |
| All | +371.6% | +261.7% | +109.9% | +174.3% |
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