+316.4%
CFG vs HIG
+363.3%
-46.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | +0.9% |
| 7D | -0.9% | +1.1% | -1.9% | -1.7% |
| 30D | +1.1% | +5.6% | -4.5% | -3.5% |
| 3M | -12.0% | -6.9% | -5.1% | -7.1% |
| 6M | -2.2% | +1.3% | -3.5% | -4.6% |
| YTD | +11.4% | -1.5% | +12.9% | +10.9% |
| 1Y | +27.8% | +6.6% | +21.2% | +18.9% |
| 3Y | +173.3% | +91.2% | +82.1% | +51.4% |
| 5Y | +62.4% | +106.1% | -43.6% | -15.0% |
| 10Y | +249.6% | +283.7% | -34.1% | +10.1% |
| All | +316.4% | +363.3% | -46.9% | +18.0% |
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