+1,101.7%
ARES vs HIG
+261.7%
+840.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.5% | +2.6% | -2.1% | -0.6% |
| 30D | +19.7% | +4.2% | +15.5% | +17.7% |
| 3M | -9.0% | +0.2% | -9.2% | -9.1% |
| 6M | +11.5% | +4.6% | +6.9% | +8.7% |
| YTD | -13.8% | +1.1% | -14.9% | -15.1% |
| 1Y | -5.6% | +4.7% | -10.3% | -8.5% |
| 3Y | +36.1% | +95.5% | -59.3% | +0.7% |
| 5Y | +82.7% | +111.7% | -29.0% | +30.8% |
| All | +1,101.7% | +261.7% | +840.0% | +626.1% |
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