+15.2%
D vs HIG
+104.7%
-89.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +11.5% | +5.6% | +5.9% | +9.5% |
| 3M | +3.7% | -6.9% | +10.6% | +6.2% |
| 6M | +13.5% | +1.3% | +12.2% | +12.8% |
| YTD | +20.7% | -1.5% | +22.2% | +20.8% |
| 1Y | +18.2% | +6.6% | +11.6% | +15.0% |
| 3Y | +73.3% | +91.2% | -17.9% | +39.3% |
| All | +15.2% | +104.7% | -89.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling