+211.9%
B vs HIG
+314.4%
-102.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.5% | -2.8% | +12.3% | +9.7% |
| 3M | +14.3% | +6.3% | +8.0% | +13.9% |
| 6M | -1.9% | -0.1% | -1.8% | -1.9% |
| YTD | +4.1% | +0.4% | +3.6% | +3.9% |
| 1Y | +56.1% | +6.2% | +49.9% | +55.2% |
| 3Y | +202.0% | +101.6% | +100.4% | +188.4% |
| 5Y | +158.8% | +119.8% | +39.0% | +145.7% |
| 10Y | +211.9% | +311.7% | -99.8% | +229.9% |
| All | +211.9% | +314.4% | -102.5% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling