+111.9%
INTC vs HIG
+261.7%
-149.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +2.6% | +3.4% | +5.2% |
| 30D | -39.2% | +4.2% | -43.4% | -40.2% |
| 3M | -42.9% | +0.2% | -43.1% | -43.4% |
| 6M | -50.4% | +4.6% | -55.0% | -52.0% |
| YTD | +61.7% | +1.1% | +60.6% | +57.4% |
| 1Y | +66.1% | +4.7% | +61.5% | +59.4% |
| 3Y | +58.1% | +95.5% | -37.3% | +21.4% |
| 5Y | +27.9% | +111.7% | -83.8% | -5.3% |
| All | +111.9% | +261.7% | -149.8% | +47.2% |
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