+1,149.8%
D vs HIG
+1,002.1%
+147.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | -3.2% | +0.6% | -2.3% |
| 3M | 0.0% | +9.1% | -9.1% | -1.0% |
| 6M | +7.4% | -1.8% | +9.1% | +7.5% |
| YTD | +15.9% | +1.8% | +14.1% | +15.5% |
| 1Y | +18.1% | +4.6% | +13.6% | +17.4% |
| 3Y | +58.4% | +101.6% | -43.3% | +46.8% |
| 5Y | +5.2% | +124.5% | -119.3% | -3.9% |
| 10Y | +35.9% | +317.8% | -281.9% | +14.6% |
| All | +1,149.8% | +1,002.1% | +147.8% | +619.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling