+15.4%
AUR vs HIG
+5.5%
+9.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.4% |
| 7D | +1.4% | -1.5% | +2.9% | +0.8% |
| 30D | -6.4% | -0.4% | -6.1% | -6.3% |
| 3M | +7.7% | +6.7% | +1.0% | +10.3% |
| 6M | +44.5% | +2.0% | +42.5% | +46.4% |
| YTD | +67.4% | +0.3% | +67.2% | +68.0% |
| 1Y | +15.4% | +4.2% | +11.2% | +17.8% |
| All | +15.4% | +5.5% | +9.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling