+53.9%
F vs HIG
+124.5%
-70.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.1% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +4.6% | -3.2% | +7.8% | +6.4% |
| 3M | -3.7% | +9.1% | -12.8% | -9.4% |
| 6M | +16.8% | -1.8% | +18.6% | +17.1% |
| YTD | +15.3% | +1.8% | +13.5% | +12.8% |
| 1Y | +31.0% | +4.6% | +26.4% | +25.5% |
| 3Y | +45.4% | +101.6% | -56.2% | -17.9% |
| All | +53.9% | +124.5% | -70.5% | -22.9% |
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