+43.5%
CG vs HIG
+95.3%
-51.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +5.7% | +4.4% | +1.3% | +3.5% |
| 3M | -17.9% | 0.0% | -17.9% | -18.0% |
| 6M | -20.2% | +3.8% | -24.0% | -22.5% |
| YTD | -32.0% | +0.7% | -32.7% | -32.9% |
| 1Y | -27.0% | +5.0% | -32.1% | -30.0% |
| All | +43.5% | +95.3% | -51.8% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling