-21.3%
IT vs HIG
+5.1%
-26.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.2% |
| 7D | -6.0% | +0.3% | -6.3% | -6.1% |
| 30D | 0.0% | -3.2% | +3.2% | +1.0% |
| 3M | +13.1% | +9.1% | +3.9% | +11.6% |
| 6M | +11.7% | -1.8% | +13.5% | +10.3% |
| YTD | -26.1% | +1.8% | -27.9% | -27.2% |
| 1Y | -21.3% | +4.6% | -25.8% | -22.3% |
| All | -21.3% | +5.1% | -26.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling