+134.5%
IBM vs HIG
+315.0%
-180.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.5% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | -13.5% | +6.3% | -19.8% | -15.1% |
| 6M | -5.1% | +0.6% | -5.7% | -5.5% |
| YTD | -19.4% | +0.6% | -20.0% | -19.7% |
| 1Y | -6.5% | +6.1% | -12.6% | -8.8% |
| 3Y | +73.8% | +102.0% | -28.2% | +34.8% |
| 5Y | +116.3% | +119.2% | -2.9% | +61.1% |
| All | +134.5% | +315.0% | -180.5% | +47.4% |
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 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