+152.0%
GE vs HIG
+261.7%
-109.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.7% | +2.6% | 0.0% | +1.3% |
| 30D | +8.1% | +4.2% | +3.9% | +5.7% |
| 3M | -7.9% | +0.2% | -8.1% | -8.2% |
| 6M | +12.9% | +4.6% | +8.3% | +9.3% |
| YTD | +8.2% | +1.1% | +7.1% | +6.4% |
| 1Y | +9.7% | +4.7% | +5.0% | +5.8% |
| 3Y | +266.1% | +95.5% | +170.7% | +150.3% |
| 5Y | +407.4% | +111.7% | +295.7% | +229.8% |
| All | +152.0% | +261.7% | -109.8% | +32.2% |
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