+25.3%
F vs HIG
+5.4%
+20.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.3% | -4.1% |
| 7D | +1.2% | -1.1% | +2.2% | +1.3% |
| 30D | +1.2% | -4.9% | +6.1% | +1.7% |
| 3M | -5.7% | +6.8% | -12.4% | -6.7% |
| 6M | +17.9% | -1.7% | +19.6% | +19.6% |
| YTD | +10.4% | -0.2% | +10.6% | +11.7% |
| 1Y | +25.3% | +5.7% | +19.6% | +25.5% |
| All | +25.3% | +5.4% | +20.0% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling