+144.3%
AR vs HIG
+122.5%
+21.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.3% |
| 7D | -1.8% | -1.1% | -0.8% | -1.2% |
| 30D | +12.6% | -4.9% | +17.5% | +15.9% |
| 3M | +10.0% | +6.8% | +3.2% | +5.3% |
| 6M | +0.6% | -1.7% | +2.3% | +0.5% |
| YTD | +13.4% | -0.2% | +13.6% | +11.7% |
| 1Y | +21.7% | +5.7% | +16.0% | +14.4% |
| 3Y | +45.8% | +100.3% | -54.5% | -20.5% |
| 5Y | +144.3% | +118.5% | +25.8% | +22.0% |
| All | +144.3% | +122.5% | +21.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling