+277.2%
CG vs HIG
+804.7%
-527.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 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% | -33.0% |
| 1Y | -27.0% | +5.0% | -32.1% | -29.9% |
| 3Y | +42.8% | +95.3% | -52.6% | -2.9% |
| 5Y | -23.4% | +110.8% | -134.2% | -50.0% |
| 10Y | +278.2% | +261.9% | +16.3% | +71.4% |
| All | +277.2% | +804.7% | -527.5% | +21.7% |
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