+388.8%
GH vs HIG
+230.6%
+158.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | +20.2% | +6.7% | +13.6% | +17.5% |
| 6M | +78.8% | +2.0% | +76.8% | +76.8% |
| YTD | +54.1% | +0.3% | +53.8% | +52.9% |
| 1Y | +177.1% | +4.2% | +172.9% | +171.2% |
| 3Y | +371.6% | +102.2% | +269.4% | +272.0% |
| 5Y | +21.9% | +118.5% | -96.6% | -6.4% |
| All | +388.8% | +230.6% | +158.2% | +215.2% |
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