+84.9%
CL vs HIG
+268.7%
-183.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +2.6% | +2.1% | +0.4% | +2.1% |
| 30D | +11.8% | +6.7% | +5.0% | +10.2% |
| 3M | +5.9% | -1.9% | +7.8% | +6.4% |
| 6M | +13.3% | +5.3% | +8.0% | +12.0% |
| YTD | +27.1% | +1.3% | +25.8% | +26.6% |
| 1Y | +28.0% | +7.2% | +20.8% | +26.0% |
| 3Y | +39.4% | +96.6% | -57.2% | +21.0% |
| 5Y | +40.8% | +110.0% | -69.2% | +19.8% |
| 10Y | +84.9% | +268.4% | -183.5% | +53.5% |
| All | +84.9% | +268.7% | -183.8% | +53.5% |
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 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