+114.1%
AS vs HIG
+65.0%
+49.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.2% |
| 30D | -22.1% | -4.9% | -17.2% | -20.6% |
| 3M | -15.3% | +6.8% | -22.1% | -17.9% |
| 6M | -15.6% | -1.7% | -13.9% | -15.3% |
| YTD | -23.2% | -0.2% | -23.0% | -23.5% |
| 1Y | -21.7% | +5.7% | -27.4% | -24.1% |
| All | +114.1% | +65.0% | +49.1% | +51.2% |
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 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