+86.4%
F vs HIG
+304.7%
-218.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.3% | -3.2% |
| 7D | +1.2% | -1.1% | +2.2% | +1.8% |
| 30D | +1.2% | -4.9% | +6.1% | +3.8% |
| 3M | -5.7% | +6.8% | -12.4% | -9.4% |
| 6M | +17.9% | -1.7% | +19.6% | +17.9% |
| YTD | +10.4% | -0.2% | +10.6% | +9.4% |
| 1Y | +25.3% | +5.7% | +19.6% | +20.0% |
| 3Y | +37.5% | +100.3% | -62.8% | -9.5% |
| 5Y | +46.5% | +118.5% | -72.0% | -7.8% |
| 10Y | +86.4% | +309.7% | -223.3% | -20.1% |
| All | +86.4% | +304.7% | -218.3% | -20.1% |
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