+38.2%
CFG vs HIG
+6.8%
+31.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -4.5% | -2.8% | -1.7% | -3.4% |
| 3M | +6.3% | +6.3% | 0.0% | +2.5% |
| 6M | +20.6% | -0.1% | +20.7% | +20.2% |
| YTD | +21.2% | +0.4% | +20.8% | +20.4% |
| 1Y | +38.2% | +6.2% | +31.9% | +32.9% |
| All | +38.2% | +6.8% | +31.4% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling