+77.4%
IBM vs HIG
+101.4%
-24.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +1.5% | -2.8% | +4.4% | +2.5% |
| 3M | -12.9% | +6.3% | -19.3% | -14.5% |
| 6M | -3.9% | -0.1% | -3.8% | -3.8% |
| YTD | -17.3% | +0.4% | -17.8% | -17.5% |
| 1Y | -5.0% | +6.2% | -11.2% | -7.2% |
| All | +77.4% | +101.4% | -24.0% | +39.8% |
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