+532.2%
BE vs HIG
+110.6%
+421.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.1% |
| 7D | +10.8% | +2.6% | +8.2% | +9.8% |
| 30D | -19.8% | +4.2% | -24.0% | -21.3% |
| 3M | -18.7% | +0.2% | -18.9% | -19.3% |
| 6M | -33.7% | +4.6% | -38.3% | -36.4% |
| YTD | +121.0% | +1.1% | +119.8% | +113.1% |
| 1Y | +85.4% | +4.7% | +80.7% | +74.2% |
| 3Y | +1,709.5% | +95.5% | +1,614.1% | +961.0% |
| All | +532.2% | +110.6% | +421.5% | +245.0% |
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