+11.8%
CRM vs HIG
+101.1%
-89.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -1.5% | -3.0% | -4.1% |
| 30D | +28.1% | -0.4% | +28.5% | +28.1% |
| 3M | +48.8% | +6.7% | +42.2% | +46.6% |
| 6M | +28.3% | +2.0% | +26.3% | +27.3% |
| YTD | -6.0% | +0.3% | -6.3% | -6.5% |
| 1Y | +1.4% | +4.2% | -2.8% | -0.2% |
| 3Y | +11.8% | +102.2% | -90.4% | -11.5% |
| All | +11.8% | +101.1% | -89.3% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling