+113.4%
IBM vs HIG
+116.2%
-2.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | -1.5% | -4.9% | +3.4% | +0.2% |
| 3M | -16.8% | +6.8% | -23.6% | -18.5% |
| 6M | -9.0% | -1.7% | -7.3% | -8.5% |
| YTD | -20.1% | -0.2% | -19.8% | -20.1% |
| 1Y | -7.0% | +5.7% | -12.7% | -9.1% |
| 3Y | +72.4% | +100.3% | -27.9% | +33.0% |
| All | +113.4% | +116.2% | -2.7% | +57.3% |
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