+7.4%
HAL vs HIG
+314.4%
-307.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -1.3% | -0.5% | -0.9% | -1.1% |
| 30D | +10.9% | -2.8% | +13.7% | +12.9% |
| 3M | -5.8% | +6.3% | -12.2% | -10.7% |
| 6M | +8.1% | -0.1% | +8.2% | +6.3% |
| YTD | +33.2% | +0.4% | +32.8% | +30.0% |
| 1Y | +74.2% | +6.2% | +67.9% | +62.3% |
| 3Y | -3.7% | +101.6% | -105.3% | -46.1% |
| 5Y | +111.9% | +119.8% | -8.0% | +10.8% |
| 10Y | +7.4% | +311.7% | -304.3% | -60.2% |
| All | +7.4% | +314.4% | -307.0% | -60.2% |
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