+86.4%
CL vs HIG
+260.9%
-174.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +9.5% | +5.4% | +4.2% | +8.3% |
| 3M | +6.8% | -0.9% | +7.7% | +7.0% |
| 6M | +14.3% | +4.8% | +9.5% | +13.1% |
| YTD | +27.0% | +0.9% | +26.1% | +26.6% |
| 1Y | +26.3% | +6.5% | +19.8% | +24.5% |
| 3Y | +39.3% | +95.7% | -56.5% | +20.9% |
| 5Y | +41.5% | +107.1% | -65.6% | +20.7% |
| All | +86.4% | +260.9% | -174.5% | +53.0% |
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