+2,983.3%
CI vs HIG
+1,002.1%
+1,981.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.4% | -3.2% | +7.7% | +5.6% |
| 3M | +0.7% | +9.1% | -8.5% | -2.2% |
| 6M | +0.3% | -1.8% | +2.1% | +0.8% |
| YTD | +3.8% | +1.8% | +2.0% | +3.0% |
| 1Y | -5.5% | +4.6% | -10.1% | -7.1% |
| 3Y | +8.1% | +101.6% | -93.5% | -15.0% |
| 5Y | +42.8% | +124.5% | -81.7% | +7.7% |
| 10Y | +143.9% | +317.8% | -173.9% | +43.5% |
| All | +2,983.3% | +1,002.1% | +1,981.3% | +563.4% |
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 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