+72.2%
F vs HIG
+268.7%
-196.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -3.1% |
| 7D | -0.2% | +2.1% | -2.4% | -1.4% |
| 30D | +0.9% | +6.7% | -5.8% | -2.6% |
| 3M | -11.3% | -1.9% | -9.4% | -10.7% |
| 6M | +2.0% | +5.3% | -3.3% | -1.9% |
| YTD | -3.2% | +1.3% | -4.5% | -5.0% |
| 1Y | -3.5% | +7.2% | -10.6% | -8.3% |
| 3Y | +48.1% | +96.6% | -48.5% | -1.6% |
| 5Y | -13.5% | +110.0% | -123.5% | -44.5% |
| 10Y | +72.2% | +268.4% | -196.2% | -18.4% |
| All | +72.2% | +268.7% | -196.5% | -18.4% |
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