+98.1%
AR vs HIG
+111.3%
-13.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.7% |
| 7D | -5.8% | +2.1% | -7.9% | -7.0% |
| 30D | +4.8% | +6.7% | -1.9% | +0.6% |
| 3M | +1.5% | -1.9% | +3.5% | +2.3% |
| 6M | +4.7% | +5.3% | -0.6% | +0.5% |
| YTD | +9.2% | +1.3% | +7.9% | +6.3% |
| 1Y | +11.2% | +7.2% | +4.0% | +3.6% |
| 3Y | +46.2% | +96.6% | -50.4% | -18.1% |
| 5Y | +98.1% | +110.0% | -11.9% | +5.6% |
| All | +98.1% | +111.3% | -13.2% | +5.6% |
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