+131.9%
AS vs HIG
+66.9%
+65.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -3.0% | -0.7% | -2.4% | -2.8% |
| 30D | +9.6% | +5.4% | +4.2% | +7.4% |
| 3M | -8.2% | -0.9% | -7.2% | -7.9% |
| 6M | -9.9% | +4.8% | -14.7% | -12.0% |
| YTD | -16.8% | +0.9% | -17.7% | -17.5% |
| 1Y | +3.0% | +6.5% | -3.5% | -0.4% |
| All | +131.9% | +66.9% | +65.1% | +63.0% |
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 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