+155.6%
ECL vs HIG
+314.4%
-158.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -2.7% | -0.5% | -2.3% | -2.6% |
| 30D | -4.3% | -2.8% | -1.5% | -3.2% |
| 3M | +3.2% | +6.3% | -3.1% | +0.3% |
| 6M | -2.9% | -0.1% | -2.8% | -3.2% |
| YTD | +4.3% | +0.4% | +3.8% | +3.6% |
| 1Y | +1.6% | +6.2% | -4.6% | -1.4% |
| 3Y | +54.3% | +101.6% | -47.4% | +11.7% |
| 5Y | +26.5% | +119.8% | -93.4% | -12.8% |
| 10Y | +155.6% | +311.7% | -156.2% | +33.4% |
| All | +155.6% | +314.4% | -158.8% | +33.4% |
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