-24.2%
AR vs HIG
+453.9%
-478.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +14.8% | -3.2% | +18.0% | +16.4% |
| 3M | +6.2% | +9.1% | -2.9% | +1.7% |
| 6M | +4.3% | -1.8% | +6.1% | +4.3% |
| YTD | +14.4% | +1.8% | +12.6% | +12.2% |
| 1Y | +21.3% | +4.6% | +16.8% | +17.1% |
| 3Y | +39.8% | +101.6% | -61.8% | -1.7% |
| 5Y | +142.1% | +124.5% | +17.6% | +63.7% |
| 10Y | +52.0% | +317.8% | -265.8% | -22.1% |
| All | -24.2% | +453.9% | -478.1% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling