+470.7%
CF vs HIG
+260.2%
+210.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +6.5% | +4.4% | +2.2% | +4.0% |
| 3M | +4.6% | 0.0% | +4.6% | +4.2% |
| 6M | -3.3% | +3.8% | -7.1% | -5.9% |
| YTD | +63.9% | +0.7% | +63.2% | +60.6% |
| 1Y | +50.4% | +5.0% | +45.4% | +44.1% |
| 3Y | +68.2% | +95.3% | -27.1% | +11.4% |
| 5Y | +113.8% | +110.8% | +3.1% | +33.4% |
| All | +470.7% | +260.2% | +210.5% | +156.4% |
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