+32.1%
CL vs HIG
+12.7%
+19.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.1% |
| 7D | +7.7% | +6.2% | +1.5% | +4.7% |
| 30D | +15.2% | +9.4% | +5.8% | +10.9% |
| 3M | +7.3% | -2.3% | +9.7% | +8.5% |
| 6M | +17.0% | +4.2% | +12.9% | +14.2% |
| YTD | +28.0% | +1.6% | +26.4% | +25.8% |
| 1Y | +32.1% | +9.9% | +22.2% | +27.5% |
| All | +32.1% | +12.7% | +19.4% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling