+265.8%
F vs HIG
+967.2%
-701.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +2.6% | +5.6% | -2.9% | +1.1% |
| 3M | -8.8% | -6.9% | -1.9% | -7.1% |
| 6M | +4.6% | +1.3% | +3.3% | +3.7% |
| YTD | -1.9% | -1.5% | -0.4% | -2.0% |
| 1Y | -0.8% | +6.6% | -7.4% | -3.1% |
| 3Y | +43.5% | +91.2% | -47.7% | +18.2% |
| 5Y | -12.1% | +106.1% | -118.1% | -28.6% |
| 10Y | +83.6% | +283.7% | -200.1% | +23.7% |
| All | +265.8% | +967.2% | -701.4% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling