+11.3%
HSY vs HIG
+117.6%
-106.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -5.0% | -2.8% | -2.2% | -4.4% |
| 3M | -1.3% | +6.3% | -7.7% | -2.8% |
| 6M | -21.5% | -0.1% | -21.4% | -21.6% |
| YTD | -3.3% | +0.4% | -3.7% | -3.5% |
| 1Y | -5.5% | +6.2% | -11.7% | -7.0% |
| 3Y | -9.9% | +101.6% | -111.5% | -23.6% |
| 5Y | +11.3% | +119.8% | -108.5% | -9.1% |
| All | +11.3% | +117.6% | -106.2% | -9.1% |
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