+208.8%
C vs HIG
+268.7%
-59.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -1.2% |
| 7D | -0.4% | +2.1% | -2.5% | -1.8% |
| 30D | -5.2% | +6.7% | -11.9% | -9.5% |
| 3M | -9.1% | -1.9% | -7.1% | -8.3% |
| 6M | -1.6% | +5.3% | -6.9% | -6.4% |
| YTD | +6.9% | +1.3% | +5.6% | +4.2% |
| 1Y | +23.0% | +7.2% | +15.8% | +14.9% |
| 3Y | +216.1% | +96.6% | +119.5% | +88.4% |
| 5Y | +112.2% | +110.0% | +2.3% | +19.1% |
| 10Y | +208.8% | +268.4% | -59.6% | +15.4% |
| All | +208.8% | +268.7% | -59.9% | +15.4% |
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