-25.5%
IT vs HIG
+5.5%
-31.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.0% |
| 30D | +0.1% | -0.4% | +0.4% | +0.3% |
| 3M | +20.7% | +6.7% | +14.0% | +19.7% |
| 6M | +12.0% | +2.0% | +10.0% | +11.5% |
| YTD | -28.8% | +0.3% | -29.1% | -29.5% |
| 1Y | -25.5% | +4.2% | -29.7% | -25.7% |
| All | -25.5% | +5.5% | -31.0% | -25.7% |
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 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