+228.7%
HL vs HIG
+116.1%
+112.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | +9.3% | -0.4% | +9.7% | +9.3% |
| 3M | +32.0% | +6.7% | +25.3% | +29.3% |
| 6M | -6.4% | +2.0% | -8.4% | -7.5% |
| YTD | +3.1% | +0.3% | +2.9% | +2.1% |
| 1Y | +77.6% | +4.2% | +73.4% | +73.1% |
| 3Y | +392.8% | +102.2% | +290.6% | +249.8% |
| All | +228.7% | +116.1% | +112.6% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling