+398.8%
HL vs HIG
+101.8%
+297.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -5.6% | -2.3% | -3.3% | -5.7% |
| 30D | +12.7% | -1.2% | +14.0% | +12.7% |
| 3M | +42.5% | +6.3% | +36.2% | +42.0% |
| 6M | -9.0% | +0.6% | -9.6% | -8.9% |
| YTD | +4.4% | +0.6% | +3.8% | +4.6% |
| 1Y | +82.7% | +6.1% | +76.6% | +81.2% |
| All | +398.8% | +101.8% | +297.0% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling