+305.2%
CG vs HIG
+313.7%
-8.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -9.9% | -1.5% | -8.4% | -9.1% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | -4.3% | +6.7% | -10.9% | -8.3% |
| 6M | -8.8% | +2.0% | -10.7% | -10.5% |
| YTD | -26.9% | +0.3% | -27.1% | -27.7% |
| 1Y | -35.4% | +4.2% | -39.6% | -37.8% |
| 3Y | +43.0% | +102.2% | -59.2% | -5.9% |
| 5Y | +1.9% | +118.5% | -116.6% | -35.8% |
| All | +305.2% | +313.7% | -8.5% | +72.5% |
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