+934.0%
BE vs HIG
+214.1%
+719.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +9.7% | -2.3% | +12.0% | +11.1% |
| 30D | +22.4% | -1.2% | +23.6% | +22.8% |
| 3M | +10.4% | +6.3% | +4.1% | +4.0% |
| 6M | +67.9% | +0.6% | +67.3% | +62.5% |
| YTD | +197.5% | +0.6% | +196.9% | +185.2% |
| 1Y | +310.6% | +6.1% | +304.5% | +274.8% |
| 3Y | +1,657.2% | +102.0% | +1,555.3% | +891.5% |
| 5Y | +1,218.2% | +119.2% | +1,098.9% | +592.5% |
| All | +934.0% | +214.1% | +719.9% | +132.9% |
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