+215.8%
HL vs HIG
+987.6%
-771.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +18.8% | -2.8% | +21.7% | +19.4% |
| 3M | +43.7% | +6.3% | +37.4% | +41.7% |
| 6M | -1.0% | -0.1% | -0.9% | -1.5% |
| YTD | +8.7% | +0.4% | +8.3% | +7.8% |
| 1Y | +105.0% | +6.2% | +98.8% | +100.8% |
| 3Y | +427.3% | +101.6% | +325.7% | +355.0% |
| 5Y | +249.3% | +119.8% | +129.5% | +195.9% |
| 10Y | +284.2% | +311.7% | -27.6% | +181.6% |
| All | +215.8% | +987.6% | -771.8% | +93.8% |
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