+376.6%
HAL vs HIG
+990.4%
-613.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.6% | -0.1% | +2.8% | +2.6% |
| 30D | -0.1% | +4.4% | -4.4% | -1.4% |
| 3M | -1.1% | 0.0% | -1.2% | -1.4% |
| 6M | -20.7% | +3.8% | -24.5% | -22.0% |
| YTD | +17.5% | +0.7% | +16.8% | +16.3% |
| 1Y | +24.1% | +5.0% | +19.1% | +21.3% |
| 3Y | -8.4% | +95.3% | -103.7% | -24.4% |
| 5Y | +53.2% | +110.8% | -57.5% | +24.8% |
| 10Y | -17.2% | +261.9% | -279.1% | -39.9% |
| All | +376.6% | +990.4% | -613.8% | +121.6% |
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 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