+2,557.4%
ALL vs HIG
+1,002.1%
+1,555.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -1.5% | -3.2% | +1.7% | -0.3% |
| 3M | +23.6% | +9.1% | +14.5% | +20.2% |
| 6M | +22.3% | -1.8% | +24.1% | +23.3% |
| YTD | +26.5% | +1.8% | +24.8% | +26.1% |
| 1Y | +27.0% | +4.6% | +22.4% | +25.5% |
| 3Y | +149.6% | +101.6% | +47.9% | +98.5% |
| 5Y | +118.1% | +124.5% | -6.4% | +67.8% |
| 10Y | +369.0% | +317.8% | +51.2% | +182.0% |
| All | +2,557.4% | +1,002.1% | +1,555.4% | +477.1% |
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 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