+275.1%
BLK vs HIG
+313.7%
-38.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.3% | -1.5% | -1.9% | -2.7% |
| 30D | -6.5% | -0.4% | -6.2% | -6.4% |
| 3M | +6.7% | +6.7% | +0.1% | +3.2% |
| 6M | +14.7% | +2.0% | +12.8% | +13.1% |
| YTD | +2.5% | +0.3% | +2.2% | +1.6% |
| 1Y | -2.8% | +4.2% | -7.0% | -5.5% |
| 3Y | +65.9% | +102.2% | -36.4% | +16.7% |
| 5Y | +33.0% | +118.5% | -85.5% | -10.1% |
| All | +275.1% | +313.7% | -38.6% | +88.4% |
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