+46.8%
IR vs HIG
+109.3%
-62.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.3% |
| 7D | +5.0% | -0.5% | +5.5% | +5.3% |
| 30D | +10.3% | +4.5% | +5.9% | +7.1% |
| 3M | -0.1% | -5.5% | +5.4% | +3.0% |
| 6M | +14.8% | +3.1% | +11.7% | +11.2% |
| YTD | +9.7% | -0.8% | +10.6% | +9.0% |
| 1Y | +12.2% | +6.1% | +6.1% | +6.6% |
| 3Y | +30.0% | +94.1% | -64.1% | -21.6% |
| 5Y | +46.8% | +106.4% | -59.6% | -18.0% |
| All | +46.8% | +109.3% | -62.5% | -18.0% |
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 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