+160.8%
EXC vs HIG
+314.4%
-153.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -0.9% | -2.8% | +2.0% | +0.1% |
| 3M | -2.7% | +6.3% | -9.0% | -4.8% |
| 6M | -9.4% | -0.1% | -9.3% | -9.6% |
| YTD | +3.0% | +0.4% | +2.6% | +2.5% |
| 1Y | +5.1% | +6.2% | -1.1% | +2.5% |
| 3Y | +20.6% | +101.6% | -81.0% | -6.7% |
| 5Y | +45.7% | +119.8% | -74.1% | +7.8% |
| 10Y | +160.8% | +311.7% | -150.9% | +62.6% |
| All | +160.8% | +314.4% | -153.5% | +62.6% |
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