+163.6%
B vs HIG
+1,002.1%
-838.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | -3.2% | +12.7% | +9.6% |
| 3M | +5.0% | +9.1% | -4.2% | +4.6% |
| 6M | -3.5% | -1.8% | -1.8% | -3.5% |
| YTD | +4.5% | +1.8% | +2.7% | +4.3% |
| 1Y | +67.8% | +4.6% | +63.2% | +67.3% |
| 3Y | +196.7% | +101.6% | +95.1% | +187.7% |
| 5Y | +151.9% | +124.5% | +27.4% | +142.8% |
| 10Y | +202.2% | +317.8% | -115.6% | +180.7% |
| All | +163.6% | +1,002.1% | -838.5% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling