+43.3%
IR vs HIG
+122.5%
-79.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | -13.6% | -4.9% | -8.7% | -11.0% |
| 3M | +3.7% | +6.8% | -3.1% | -1.1% |
| 6M | -13.1% | -1.7% | -11.4% | -12.7% |
| YTD | -5.1% | -0.2% | -4.9% | -5.7% |
| 1Y | -6.5% | +5.7% | -12.2% | -10.5% |
| 3Y | +8.5% | +100.3% | -91.8% | -34.9% |
| 5Y | +43.3% | +118.5% | -75.2% | -21.8% |
| All | +43.3% | +122.5% | -79.2% | -21.8% |
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 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