+1,710.5%
GS vs HIG
+306.5%
+1,404.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.6% | -6.1% |
| 7D | -6.3% | +3.8% | -10.1% | -7.5% |
| 30D | -3.1% | +8.1% | -11.3% | -5.8% |
| 3M | -17.7% | -4.1% | -13.5% | -16.7% |
| 6M | -4.6% | +3.1% | -7.7% | -6.3% |
| YTD | +0.3% | +0.8% | -0.5% | -0.9% |
| 1Y | +11.7% | +8.8% | +2.9% | +7.5% |
| 3Y | +183.6% | +95.2% | +88.4% | +123.0% |
| 5Y | +141.0% | +110.8% | +30.1% | +84.6% |
| 10Y | +507.4% | +292.6% | +214.8% | +271.9% |
| All | +1,710.5% | +306.5% | +1,404.0% | +759.5% |
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