+72.5%
CART vs HIG
+92.3%
-19.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +28.6% | +5.6% | +23.0% | +26.8% |
| 3M | +29.1% | -6.9% | +35.9% | +30.8% |
| 6M | +44.7% | +1.3% | +43.4% | +43.9% |
| YTD | +29.2% | -1.5% | +30.7% | +29.0% |
| 1Y | +66.2% | +6.6% | +59.5% | +62.8% |
| 3Y | +112.8% | +91.2% | +21.6% | +99.8% |
| All | +72.5% | +92.3% | -19.8% | +58.9% |
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 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