+2,498.2%
ALL vs HIG
+974.1%
+1,524.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +10.6% | +4.5% | +6.2% | +9.1% |
| 3M | -4.6% | -5.5% | +0.9% | -2.6% |
| 6M | +20.2% | +3.1% | +17.1% | +19.3% |
| YTD | +23.7% | -0.8% | +24.5% | +24.5% |
| 1Y | +27.9% | +6.1% | +21.8% | +25.8% |
| 3Y | +109.2% | +94.1% | +15.0% | +68.6% |
| 5Y | +148.0% | +106.4% | +41.6% | +96.4% |
| 10Y | +363.8% | +265.1% | +98.7% | +191.9% |
| All | +2,498.2% | +974.1% | +1,524.1% | +469.8% |
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