+54.2%
AR vs HIG
+260.2%
-206.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +6.4% | -0.1% | +6.5% | +6.5% |
| 30D | +3.1% | +4.4% | -1.2% | +0.9% |
| 3M | +3.3% | 0.0% | +3.2% | +2.9% |
| 6M | +6.6% | +3.8% | +2.8% | +4.0% |
| YTD | +12.3% | +0.7% | +11.6% | +10.4% |
| 1Y | +12.3% | +5.0% | +7.3% | +7.9% |
| 3Y | +50.4% | +95.3% | -44.9% | +6.0% |
| 5Y | +101.0% | +110.8% | -9.8% | +37.2% |
| All | +54.2% | +260.2% | -206.0% | -15.5% |
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