+43.4%
CL vs HIG
+110.6%
-67.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.2% | +2.6% | +0.6% | +2.3% |
| 30D | +8.0% | +4.2% | +3.9% | +6.7% |
| 3M | +7.9% | +0.2% | +7.7% | +7.8% |
| 6M | +14.7% | +4.6% | +10.1% | +13.0% |
| YTD | +29.2% | +1.1% | +28.0% | +28.4% |
| 1Y | +29.5% | +4.7% | +24.8% | +27.4% |
| 3Y | +40.7% | +95.5% | -54.8% | +15.5% |
| All | +43.4% | +110.6% | -67.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling