+294.7%
C vs HIG
+314.4%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | +2.6% | -0.5% | +3.0% | +2.9% |
| 30D | +1.9% | -2.8% | +4.7% | +3.8% |
| 3M | +2.8% | +6.3% | -3.6% | -2.2% |
| 6M | +30.6% | -0.1% | +30.7% | +29.3% |
| YTD | +19.9% | +0.4% | +19.4% | +18.1% |
| 1Y | +44.6% | +6.2% | +38.3% | +36.4% |
| 3Y | +272.1% | +101.6% | +170.5% | +118.5% |
| 5Y | +132.0% | +119.8% | +12.1% | +26.4% |
| 10Y | +294.7% | +311.7% | -17.1% | +35.0% |
| All | +294.7% | +314.4% | -19.7% | +35.0% |
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 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