+56.6%
CART vs HIG
+6.8%
+49.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +22.4% | +4.5% | +18.0% | +20.9% |
| 3M | +16.5% | -5.5% | +22.0% | +16.7% |
| 6M | +44.9% | +3.1% | +41.8% | +43.7% |
| YTD | +30.0% | -0.8% | +30.8% | +28.5% |
| All | +56.6% | +6.8% | +49.8% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling