+336.0%
IR vs HIG
+242.4%
+93.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.5% | +2.6% | -0.1% | +1.1% |
| 30D | +9.2% | +4.2% | +5.0% | +6.6% |
| 3M | +0.9% | +0.2% | +0.8% | +0.4% |
| 6M | +19.2% | +4.6% | +14.6% | +15.3% |
| YTD | +7.5% | +1.1% | +6.4% | +5.8% |
| 1Y | +11.7% | +4.7% | +7.0% | +7.9% |
| 3Y | +23.9% | +95.5% | -71.5% | -15.4% |
| 5Y | +46.4% | +111.7% | -65.3% | -4.4% |
| All | +336.0% | +242.4% | +93.6% | +124.7% |
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