+126.5%
HSY vs HIG
+313.7%
-187.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | -5.2% | -0.4% | -4.8% | -5.1% |
| 3M | -3.4% | +6.7% | -10.1% | -5.1% |
| 6M | -19.2% | +2.0% | -21.2% | -19.7% |
| YTD | -2.6% | +0.3% | -2.9% | -2.9% |
| 1Y | -3.8% | +4.2% | -8.0% | -5.1% |
| 3Y | -10.6% | +102.2% | -112.9% | -26.9% |
| 5Y | +12.3% | +118.5% | -106.2% | -11.4% |
| All | +126.5% | +313.7% | -187.2% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling