+467.4%
CF vs HIG
+269.9%
+197.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.5% |
| 7D | +4.8% | +2.1% | +2.6% | +3.5% |
| 30D | +9.7% | +6.7% | +3.0% | +5.9% |
| 3M | +1.2% | -1.9% | +3.2% | +1.9% |
| 6M | +7.4% | +5.3% | +2.0% | +3.8% |
| YTD | +60.5% | +1.3% | +59.2% | +56.8% |
| 1Y | +50.7% | +7.2% | +43.6% | +42.8% |
| 3Y | +64.8% | +96.6% | -31.8% | +8.7% |
| 5Y | +115.8% | +110.0% | +5.8% | +34.9% |
| All | +467.4% | +269.9% | +197.6% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling