+153.8%
B vs HIG
+122.5%
+31.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +1.4% | -4.9% | +6.3% | +1.9% |
| 3M | +12.2% | +6.8% | +5.4% | +11.2% |
| 6M | -2.1% | -1.7% | -0.4% | -2.0% |
| YTD | +2.9% | -0.2% | +3.2% | +2.8% |
| 1Y | +55.3% | +5.7% | +49.6% | +53.5% |
| 3Y | +198.7% | +100.3% | +98.4% | +170.2% |
| 5Y | +153.8% | +118.5% | +35.3% | +133.2% |
| All | +153.8% | +122.5% | +31.2% | +133.2% |
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