-37.6%
GIS vs HIG
+101.1%
-138.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -6.4% | -1.5% | -4.9% | -6.0% |
| 30D | -6.1% | -0.4% | -5.8% | -6.0% |
| 3M | +7.8% | +6.7% | +1.2% | +5.6% |
| 6M | -8.8% | +2.0% | -10.8% | -9.6% |
| YTD | -19.1% | +0.3% | -19.4% | -19.6% |
| 1Y | -24.8% | +4.2% | -28.9% | -26.1% |
| 3Y | -37.6% | +102.2% | -139.8% | -50.6% |
| All | -37.6% | +101.1% | -138.7% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling