+202.3%
ECL vs HIG
+261.7%
-59.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +2.9% | +2.6% | +0.3% | +1.7% |
| 30D | +7.5% | +4.2% | +3.3% | +5.6% |
| 3M | +12.2% | +0.2% | +12.0% | +12.0% |
| 6M | +24.6% | +4.6% | +20.0% | +21.6% |
| YTD | +18.8% | +1.1% | +17.6% | +17.6% |
| 1Y | +19.3% | +4.7% | +14.7% | +16.3% |
| 3Y | +78.2% | +95.5% | -17.3% | +30.6% |
| 5Y | +38.8% | +111.7% | -72.9% | -2.9% |
| All | +202.3% | +261.7% | -59.5% | +66.5% |
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