+8.5%
IR vs HIG
+99.1%
-90.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.7% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | -13.6% | -4.9% | -8.7% | -11.5% |
| 3M | +3.7% | +6.8% | -3.1% | -0.2% |
| 6M | -13.1% | -1.7% | -11.4% | -12.6% |
| YTD | -5.1% | -0.2% | -4.9% | -5.5% |
| 1Y | -6.5% | +5.7% | -12.2% | -9.6% |
| 3Y | +8.5% | +100.3% | -91.8% | -23.0% |
| All | +8.5% | +99.1% | -90.6% | -23.0% |
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