+114.8%
ALL vs HIG
+122.5%
-7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -0.8% |
| 7D | -1.7% | -1.1% | -0.6% | -0.9% |
| 30D | -4.7% | -4.9% | +0.2% | -0.8% |
| 3M | +18.4% | +6.8% | +11.6% | +12.8% |
| 6M | +20.5% | -1.7% | +22.2% | +22.1% |
| YTD | +23.5% | -0.2% | +23.8% | +23.9% |
| 1Y | +29.0% | +5.7% | +23.3% | +23.8% |
| 3Y | +153.7% | +100.3% | +53.4% | +52.2% |
| 5Y | +114.8% | +118.5% | -3.7% | +20.1% |
| All | +114.8% | +122.5% | -7.8% | +20.1% |
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 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