+5,760.6%
CRM vs HIG
+226.0%
+5,534.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.2% |
| 3M | +48.8% | +6.7% | +42.2% | +46.7% |
| 6M | +28.3% | +2.0% | +26.3% | +27.5% |
| YTD | -6.0% | +0.3% | -6.3% | -6.3% |
| 1Y | +1.4% | +4.2% | -2.8% | 0.0% |
| 3Y | +11.8% | +102.2% | -90.4% | -4.9% |
| 5Y | -2.0% | +118.5% | -120.5% | -18.3% |
| 10Y | +239.6% | +311.1% | -71.5% | +138.3% |
| All | +5,760.6% | +226.0% | +5,534.6% | +3,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling