+399.9%
GH vs HIG
+228.9%
+171.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -4.5% | -4.9% | +0.5% | -3.1% |
| 3M | +28.9% | +6.8% | +22.1% | +26.0% |
| 6M | +76.5% | -1.7% | +78.2% | +76.5% |
| YTD | +57.6% | -0.2% | +57.8% | +56.6% |
| 1Y | +167.5% | +5.7% | +161.8% | +160.7% |
| 3Y | +377.4% | +100.3% | +277.1% | +277.7% |
| 5Y | +23.8% | +118.5% | -94.7% | -4.9% |
| All | +399.9% | +228.9% | +171.1% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling