+668.0%
BE vs HIG
+215.7%
+452.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.2% |
| 7D | +10.8% | +2.6% | +8.2% | +9.0% |
| 30D | -19.8% | +4.2% | -24.0% | -22.4% |
| 3M | -18.7% | +0.2% | -18.9% | -20.0% |
| 6M | -33.7% | +4.6% | -38.3% | -37.8% |
| YTD | +121.0% | +1.1% | +119.8% | +108.7% |
| 1Y | +85.4% | +4.7% | +80.7% | +70.1% |
| 3Y | +1,709.5% | +95.5% | +1,614.1% | +931.5% |
| 5Y | +462.2% | +111.7% | +350.5% | +200.2% |
| All | +668.0% | +215.7% | +452.3% | +70.4% |
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