+236.1%
ALNY vs HIG
+313.7%
-77.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -1.5% | -5.1% | -6.2% |
| 30D | +11.0% | -0.4% | +11.4% | +11.1% |
| 3M | -14.1% | +6.7% | -20.7% | -15.3% |
| 6M | -22.4% | +2.0% | -24.4% | -22.8% |
| YTD | -37.5% | +0.3% | -37.8% | -37.5% |
| 1Y | -46.9% | +4.2% | -51.1% | -47.6% |
| 3Y | +22.1% | +102.2% | -80.2% | +3.1% |
| 5Y | +31.2% | +118.5% | -87.3% | +8.2% |
| All | +236.1% | +313.7% | -77.6% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling