+150.3%
CI vs HIG
+268.7%
-118.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +1.6% |
| 7D | +2.6% | +2.1% | +0.5% | +1.7% |
| 30D | +7.3% | +6.7% | +0.6% | +4.5% |
| 3M | +9.5% | -1.9% | +11.4% | +10.4% |
| 6M | +6.4% | +5.3% | +1.1% | +4.0% |
| YTD | +12.0% | +1.3% | +10.7% | +11.1% |
| 1Y | +20.1% | +7.2% | +12.9% | +16.3% |
| 3Y | +9.6% | +96.6% | -87.1% | -18.3% |
| 5Y | +52.7% | +110.0% | -57.3% | +9.4% |
| 10Y | +150.3% | +268.4% | -118.1% | +44.9% |
| All | +150.3% | +268.7% | -118.4% | +44.9% |
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