+953.0%
ARES vs HIG
+315.0%
+638.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -7.7% | -2.3% | -5.4% | -6.8% |
| 30D | -8.7% | -1.2% | -7.5% | -8.3% |
| 3M | +2.8% | +6.3% | -3.5% | -0.2% |
| 6M | +23.1% | +0.6% | +22.5% | +21.9% |
| YTD | -17.3% | +0.6% | -17.9% | -18.2% |
| 1Y | -24.3% | +6.1% | -30.4% | -27.0% |
| 3Y | +34.9% | +102.0% | -67.1% | -1.1% |
| 5Y | +93.5% | +119.2% | -25.7% | +37.6% |
| All | +953.0% | +315.0% | +638.0% | +605.2% |
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