+277.0%
IR vs HIG
+240.1%
+37.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -15.0% | -2.8% | -12.2% | -13.8% |
| 3M | -0.4% | +6.3% | -6.8% | -4.1% |
| 6M | -15.0% | -0.1% | -14.9% | -15.5% |
| YTD | -7.1% | +0.4% | -7.5% | -7.8% |
| 1Y | -7.5% | +6.2% | -13.8% | -11.1% |
| 3Y | +6.3% | +101.6% | -95.3% | -28.4% |
| 5Y | +37.3% | +119.8% | -82.5% | -11.8% |
| All | +277.0% | +240.1% | +37.0% | +95.8% |
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 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