+14.2%
D vs HIG
+7.0%
+7.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -1.6% | +6.3% | -7.9% | -3.7% |
| 6M | +5.8% | +0.6% | +5.2% | +5.0% |
| YTD | +14.5% | +0.6% | +13.9% | +13.8% |
| 1Y | +14.2% | +6.1% | +8.0% | +11.4% |
| All | +14.2% | +7.0% | +7.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling