+23.2%
GH vs HIG
+118.8%
-95.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -1.2% | -2.3% | +1.0% | -0.4% |
| 30D | -3.7% | -1.2% | -2.5% | -3.3% |
| 3M | +21.7% | +6.3% | +15.4% | +18.2% |
| 6M | +75.7% | +0.6% | +75.2% | +74.1% |
| YTD | +55.7% | +0.6% | +55.1% | +53.9% |
| 1Y | +181.1% | +6.1% | +175.0% | +170.6% |
| 3Y | +371.6% | +102.0% | +269.6% | +219.9% |
| 5Y | +23.2% | +119.2% | -96.0% | -18.0% |
| All | +23.2% | +118.8% | -95.6% | -18.0% |
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