+12,790.5%
BLK vs HIG
+507.4%
+12,283.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -4.8% | -2.8% | -1.9% | -4.0% |
| 3M | +6.5% | +6.3% | +0.1% | +4.5% |
| 6M | +13.1% | -0.1% | +13.3% | +12.9% |
| YTD | +1.8% | +0.4% | +1.4% | +1.3% |
| 1Y | -1.0% | +6.2% | -7.2% | -3.0% |
| 3Y | +66.0% | +101.6% | -35.7% | +36.1% |
| 5Y | +31.2% | +119.8% | -88.6% | +5.2% |
| 10Y | +278.5% | +311.7% | -33.2% | +150.5% |
| All | +12,790.5% | +507.4% | +12,283.1% | +6,246.1% |
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