+398.3%
CAH vs HIG
+118.8%
+279.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -5.1% | -2.3% | -2.8% | -4.1% |
| 30D | -1.8% | -1.2% | -0.6% | -1.3% |
| 3M | +9.4% | +6.3% | +3.1% | +6.4% |
| 6M | +9.2% | +0.6% | +8.7% | +8.7% |
| YTD | +15.7% | +0.6% | +15.1% | +14.9% |
| 1Y | +59.7% | +6.1% | +53.6% | +54.9% |
| 3Y | +178.5% | +102.0% | +76.5% | +100.7% |
| 5Y | +398.3% | +119.2% | +279.1% | +237.9% |
| All | +398.3% | +118.8% | +279.5% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling