+270.6%
C vs HIG
+103.2%
+167.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +0.1% | -3.2% | +3.3% | +1.5% |
| 3M | +2.4% | +9.1% | -6.7% | -2.5% |
| 6M | +24.9% | -1.8% | +26.7% | +25.5% |
| YTD | +19.8% | +1.8% | +18.0% | +18.0% |
| 1Y | +44.9% | +4.6% | +40.3% | +40.5% |
| All | +270.6% | +103.2% | +167.5% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling