+29.2%
ALL vs HIG
+6.8%
+22.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.6% |
| 7D | -2.2% | -0.5% | -1.7% | -1.8% |
| 30D | -5.6% | -2.8% | -2.7% | -3.0% |
| 3M | +17.2% | +6.3% | +10.9% | +11.5% |
| 6M | +23.2% | -0.1% | +23.4% | +23.2% |
| YTD | +23.6% | +0.4% | +23.2% | +23.2% |
| 1Y | +29.2% | +6.2% | +22.9% | +23.1% |
| All | +29.2% | +6.8% | +22.4% | +23.1% |
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