-34.7%
GFS vs HIG
+104.7%
-139.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.9% |
| 7D | -7.8% | +1.1% | -8.9% | -8.2% |
| 30D | -19.7% | +5.6% | -25.2% | -21.3% |
| 3M | -23.1% | -6.9% | -16.2% | -21.7% |
| 6M | -46.4% | +1.3% | -47.7% | -47.5% |
| YTD | +11.0% | -1.5% | +12.5% | +9.6% |
| 1Y | +12.6% | +6.6% | +6.0% | +6.8% |
| 3Y | -24.9% | +91.2% | -116.1% | -49.2% |
| All | -34.7% | +104.7% | -139.4% | -59.5% |
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