+212.2%
GLD vs HIG
+270.3%
-58.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.9% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | -1.3% | +4.5% | -5.8% | -1.2% |
| 3M | -4.8% | -5.5% | +0.7% | -4.8% |
| 6M | -12.5% | +3.1% | -15.6% | -12.4% |
| YTD | -4.2% | -0.8% | -3.4% | -4.2% |
| 1Y | +3.0% | +6.1% | -3.0% | +3.1% |
| 3Y | +109.1% | +94.1% | +15.0% | +110.7% |
| 5Y | +121.6% | +106.4% | +15.1% | +123.6% |
| 10Y | +212.2% | +265.1% | -52.9% | +235.3% |
| All | +212.2% | +270.3% | -58.1% | +235.3% |
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