-35.1%
AUR vs HIG
+116.1%
-151.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +1.4% | -1.5% | +2.9% | +2.1% |
| 30D | -6.4% | -0.4% | -6.1% | -6.5% |
| 3M | +7.7% | +6.7% | +1.0% | +3.0% |
| 6M | +44.5% | +2.0% | +42.5% | +40.7% |
| YTD | +67.4% | +0.3% | +67.2% | +63.9% |
| 1Y | +15.4% | +4.2% | +11.2% | +9.7% |
| 3Y | +94.8% | +102.2% | -7.4% | +23.8% |
| All | -35.1% | +116.1% | -151.2% | -60.4% |
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 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