+48.3%
D vs HIG
+268.7%
-220.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +2.4% | +2.1% | +0.2% | +1.9% |
| 30D | +10.9% | +6.7% | +4.2% | +9.3% |
| 3M | +2.8% | -1.9% | +4.8% | +3.3% |
| 6M | +12.7% | +5.3% | +7.4% | +11.2% |
| YTD | +20.3% | +1.3% | +19.0% | +19.6% |
| 1Y | +17.1% | +7.2% | +9.9% | +14.9% |
| 3Y | +75.1% | +96.6% | -21.5% | +50.2% |
| 5Y | +13.1% | +110.0% | -96.9% | -5.0% |
| 10Y | +48.3% | +268.4% | -220.1% | +25.4% |
| All | +48.3% | +268.7% | -220.4% | +25.4% |
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