+99.3%
HLT vs HIG
+101.1%
-1.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -1.5% | -0.2% | -1.0% |
| 30D | -5.0% | -0.4% | -4.7% | -4.9% |
| 3M | -10.4% | +6.7% | -17.1% | -13.2% |
| 6M | +3.2% | +2.0% | +1.3% | +1.9% |
| YTD | +6.7% | +0.3% | +6.5% | +6.0% |
| 1Y | +10.3% | +4.2% | +6.1% | +7.5% |
| 3Y | +99.3% | +102.2% | -2.9% | +40.4% |
| All | +99.3% | +101.1% | -1.8% | +40.4% |
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