+46.2%
EXC vs HIG
+122.5%
-76.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | +1.2% | -1.1% | +2.3% | +1.6% |
| 30D | -2.7% | -4.9% | +2.2% | -1.1% |
| 3M | -1.0% | +6.8% | -7.8% | -3.1% |
| 6M | -9.3% | -1.7% | -7.6% | -9.0% |
| YTD | +3.6% | -0.2% | +3.9% | +3.4% |
| 1Y | +5.9% | +5.7% | +0.2% | +3.5% |
| 3Y | +21.3% | +100.3% | -79.0% | -4.6% |
| 5Y | +46.2% | +118.5% | -72.3% | +9.9% |
| All | +46.2% | +122.5% | -76.4% | +9.9% |
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