+5.5%
CG vs HIG
+117.6%
-112.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.4% |
| 7D | -6.4% | -0.5% | -6.0% | -6.2% |
| 30D | -7.1% | -2.8% | -4.2% | -5.4% |
| 3M | -1.6% | +6.3% | -7.9% | -6.4% |
| 6M | -8.3% | -0.1% | -8.2% | -9.2% |
| YTD | -23.8% | +0.4% | -24.2% | -25.0% |
| 1Y | -28.7% | +6.2% | -35.0% | -32.9% |
| 3Y | +49.2% | +101.6% | -52.5% | -14.1% |
| 5Y | +5.5% | +119.8% | -114.3% | -45.8% |
| All | +5.5% | +117.6% | -112.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling