+134.9%
AS vs HIG
+63.0%
+71.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.4% |
| 7D | +6.9% | +1.1% | +5.9% | +6.6% |
| 30D | +16.0% | +5.6% | +10.4% | +13.6% |
| 3M | -12.8% | -6.9% | -6.0% | -10.4% |
| 6M | -15.4% | +1.3% | -16.7% | -16.2% |
| YTD | -15.7% | -1.5% | -14.3% | -15.7% |
| 1Y | +6.1% | +6.6% | -0.5% | +2.3% |
| All | +134.9% | +63.0% | +71.8% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling