+71.8%
GH vs HIG
+12.7%
+59.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.0% | -3.0% |
| 7D | -7.7% | +6.2% | -13.9% | -6.2% |
| 30D | -10.0% | +9.4% | -19.4% | -8.2% |
| 3M | +5.5% | -2.3% | +7.8% | +6.1% |
| 6M | +84.9% | +4.2% | +80.7% | +86.2% |
| YTD | +65.0% | +1.6% | +63.5% | +66.0% |
| 1Y | +71.8% | +9.9% | +61.9% | +74.4% |
| All | +71.8% | +12.7% | +59.0% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling