+166.1%
B vs HIG
+89.3%
+76.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +9.6% | +1.1% | +8.5% | +9.5% |
| 30D | +3.5% | +5.6% | -2.0% | +3.0% |
| 3M | -1.6% | -6.9% | +5.3% | -0.9% |
| 6M | -1.7% | +1.3% | -3.0% | -1.8% |
| YTD | -5.3% | -1.5% | -3.9% | -5.3% |
| 1Y | +27.2% | +6.6% | +20.6% | +25.2% |
| 3Y | +166.1% | +91.2% | +74.9% | +133.8% |
| All | +166.1% | +89.3% | +76.8% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling