+1,323.2%
CRS vs HIG
+313.7%
+1,009.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -6.8% | -1.5% | -5.3% | -5.7% |
| 30D | -16.1% | -0.4% | -15.8% | -16.1% |
| 3M | -21.2% | +6.7% | -27.8% | -25.7% |
| 6M | +8.7% | +2.0% | +6.7% | +5.5% |
| YTD | +41.0% | +0.3% | +40.7% | +38.0% |
| 1Y | +82.7% | +4.2% | +78.5% | +73.3% |
| 3Y | +604.8% | +102.2% | +502.6% | +286.6% |
| 5Y | +1,384.7% | +118.5% | +1,266.2% | +668.6% |
| All | +1,323.2% | +313.7% | +1,009.6% | +322.4% |
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