+678.6%
AU vs HIG
+116.1%
+562.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | +26.3% | +6.7% | +19.7% | +25.2% |
| 6M | +1.8% | +2.0% | -0.2% | +1.4% |
| YTD | +26.8% | +0.3% | +26.5% | +26.6% |
| 1Y | +66.7% | +4.2% | +62.5% | +65.6% |
| 3Y | +579.1% | +102.2% | +476.8% | +526.1% |
| All | +678.6% | +116.1% | +562.6% | +637.6% |
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