+142.2%
AS vs HIG
+64.1%
+78.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +5.8% | -0.5% | +6.3% | +6.1% |
| 30D | +15.4% | +4.5% | +10.9% | +13.5% |
| 3M | -11.9% | -5.5% | -6.4% | -10.0% |
| 6M | -9.9% | +3.1% | -13.0% | -11.4% |
| YTD | -13.1% | -0.8% | -12.3% | -13.2% |
| 1Y | +9.9% | +6.1% | +3.8% | +6.3% |
| All | +142.2% | +64.1% | +78.2% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling