+565.7%
AMZN vs HIG
+313.7%
+252.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | -3.9% | -0.4% | -3.6% | -3.9% |
| 3M | +6.3% | +6.7% | -0.3% | +4.9% |
| 6M | +20.8% | +2.0% | +18.8% | +20.0% |
| YTD | +11.2% | +0.3% | +11.0% | +10.8% |
| 1Y | +11.7% | +4.2% | +7.5% | +10.3% |
| 3Y | +79.4% | +102.2% | -22.8% | +55.7% |
| 5Y | +48.0% | +118.5% | -70.5% | +26.3% |
| All | +565.7% | +313.7% | +252.0% | +431.8% |
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 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