+330.5%
CFG vs HIG
+374.4%
-43.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | +3.1% | +5.4% | -2.2% | -1.4% |
| 3M | -9.7% | -0.9% | -8.8% | -9.5% |
| 6M | +6.7% | +4.8% | +1.9% | +1.2% |
| YTD | +15.2% | +0.9% | +14.3% | +12.4% |
| 1Y | +28.8% | +6.5% | +22.3% | +19.9% |
| 3Y | +190.1% | +95.7% | +94.3% | +57.6% |
| 5Y | +63.4% | +107.1% | -43.7% | -14.9% |
| 10Y | +219.8% | +262.6% | -42.9% | +4.2% |
| All | +330.5% | +374.4% | -43.9% | +19.6% |
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