+43.5%
F vs HIG
+89.3%
-45.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | 0.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +2.6% | +5.6% | -2.9% | +0.8% |
| 3M | -8.8% | -6.9% | -1.9% | -6.8% |
| 6M | +4.6% | +1.3% | +3.3% | +3.5% |
| YTD | -1.9% | -1.5% | -0.4% | -1.8% |
| 1Y | -0.8% | +6.6% | -7.4% | -3.9% |
| 3Y | +43.5% | +91.2% | -47.7% | +34.1% |
| All | +43.5% | +89.3% | -45.8% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling