+213.1%
GLD vs HIG
+315.0%
-101.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.4% | -2.3% | -1.1% | -3.4% |
| 30D | -1.1% | -1.2% | +0.1% | -1.2% |
| 3M | +5.8% | +6.3% | -0.5% | +5.9% |
| 6M | -17.1% | +0.6% | -17.6% | -17.0% |
| YTD | 0.0% | +0.6% | -0.6% | +0.1% |
| 1Y | +18.2% | +6.1% | +12.1% | +18.4% |
| 3Y | +122.6% | +102.0% | +20.6% | +124.6% |
| 5Y | +137.1% | +119.2% | +17.9% | +139.8% |
| All | +213.1% | +315.0% | -101.9% | +244.1% |
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