+2,630.3%
ALL vs HIG
+990.4%
+1,640.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | +12.8% | +4.4% | +8.5% | +11.3% |
| 3M | +4.7% | 0.0% | +4.6% | +4.8% |
| 6M | +24.9% | +3.8% | +21.2% | +23.7% |
| YTD | +30.0% | +0.7% | +29.3% | +30.1% |
| 1Y | +29.9% | +5.0% | +24.9% | +28.3% |
| 3Y | +117.5% | +95.3% | +22.2% | +75.0% |
| 5Y | +161.7% | +110.8% | +50.9% | +105.8% |
| 10Y | +377.1% | +261.9% | +115.2% | +201.0% |
| All | +2,630.3% | +990.4% | +1,640.0% | +495.8% |
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