+5,331.8%
CF vs HIG
+172.9%
+5,159.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | -3.2% | +1.1% | -4.2% | -3.5% |
| 30D | +4.3% | +5.6% | -1.2% | +3.0% |
| 3M | +2.8% | -6.9% | +9.7% | +4.3% |
| 6M | +0.6% | +1.3% | -0.7% | +0.1% |
| YTD | +56.6% | -1.5% | +58.1% | +56.2% |
| 1Y | +49.6% | +6.6% | +43.0% | +46.6% |
| 3Y | +61.5% | +91.2% | -29.7% | +38.1% |
| 5Y | +124.0% | +106.1% | +17.9% | +88.1% |
| 10Y | +573.2% | +283.7% | +289.5% | +393.4% |
| All | +5,331.8% | +172.9% | +5,159.0% | +4,040.1% |
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