+3,176.2%
CAH vs HIG
+980.5%
+2,195.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | +0.5% | -1.1% | +1.5% | +0.6% |
| 30D | +1.7% | -4.9% | +6.6% | +2.5% |
| 3M | +17.9% | +6.8% | +11.1% | +16.7% |
| 6M | +10.9% | -1.7% | +12.6% | +11.2% |
| YTD | +17.9% | -0.2% | +18.1% | +17.8% |
| 1Y | +61.7% | +5.7% | +56.0% | +60.2% |
| 3Y | +183.7% | +100.3% | +83.4% | +154.7% |
| 5Y | +401.3% | +118.5% | +282.8% | +343.4% |
| 10Y | +293.7% | +309.7% | -16.1% | +212.4% |
| All | +3,176.2% | +980.5% | +2,195.7% | +1,602.0% |
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 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