+3.9%
CI vs HIG
+99.1%
-95.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | -1.8% | -4.9% | +3.1% | +0.2% |
| 3M | -4.2% | +6.8% | -11.0% | -6.6% |
| 6M | +2.7% | -1.7% | +4.4% | +3.2% |
| YTD | +1.9% | -0.2% | +2.1% | +1.7% |
| 1Y | -6.3% | +5.7% | -12.0% | -8.6% |
| 3Y | +3.9% | +100.3% | -96.4% | -21.1% |
| All | +3.9% | +99.1% | -95.2% | -21.1% |
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