+147.8%
GE vs HIG
+315.0%
-167.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -2.3% | -0.5% | -1.7% |
| 30D | -11.9% | -1.2% | -10.7% | -11.4% |
| 3M | +1.8% | +6.3% | -4.5% | -1.8% |
| 6M | -0.6% | +0.6% | -1.2% | -1.6% |
| YTD | +5.5% | +0.6% | +4.9% | +4.4% |
| 1Y | +15.0% | +6.1% | +8.9% | +10.2% |
| 3Y | +269.5% | +102.0% | +167.6% | +148.8% |
| 5Y | +422.4% | +119.2% | +303.2% | +234.4% |
| All | +147.8% | +315.0% | -167.1% | +19.9% |
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 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