+634.9%
HLT vs HIG
+404.2%
+230.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -1.5% | -0.2% | -0.9% |
| 30D | -5.0% | -0.4% | -4.7% | -4.9% |
| 3M | -10.4% | +6.7% | -17.1% | -13.4% |
| 6M | +3.2% | +2.0% | +1.3% | +1.7% |
| YTD | +6.7% | +0.3% | +6.5% | +5.9% |
| 1Y | +10.3% | +4.2% | +6.1% | +7.3% |
| 3Y | +99.3% | +102.2% | -2.9% | +39.4% |
| 5Y | +143.7% | +118.5% | +25.2% | +63.3% |
| 10Y | +584.7% | +311.1% | +273.6% | +221.9% |
| All | +634.9% | +404.2% | +230.7% | +206.2% |
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