+196.5%
ECL vs HIG
+268.2%
-71.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +8.3% | +5.4% | +2.9% | +5.9% |
| 3M | +8.4% | -0.9% | +9.4% | +8.7% |
| 6M | +23.3% | +4.8% | +18.5% | +20.3% |
| YTD | +18.2% | +0.9% | +17.3% | +17.1% |
| 1Y | +18.8% | +6.5% | +12.3% | +14.9% |
| 3Y | +78.5% | +95.7% | -17.3% | +30.8% |
| 5Y | +40.1% | +107.1% | -67.0% | -1.0% |
| 10Y | +196.5% | +262.6% | -66.2% | +65.6% |
| All | +196.5% | +268.2% | -71.7% | +65.6% |
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