+51.5%
CART vs HIG
+98.6%
-47.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +12.6% | -3.2% | +15.8% | +13.3% |
| 3M | +23.1% | +9.1% | +14.0% | +20.6% |
| 6M | +39.5% | -1.8% | +41.3% | +39.8% |
| YTD | +13.5% | +1.8% | +11.8% | +12.7% |
| 1Y | +14.9% | +4.6% | +10.3% | +13.3% |
| All | +51.5% | +98.6% | -47.0% | +38.9% |
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