-45.6%
IT vs HIG
+118.8%
-164.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -12.7% | -2.3% | -10.4% | -11.6% |
| 30D | -8.9% | -1.2% | -7.7% | -8.3% |
| 3M | +10.1% | +6.3% | +3.8% | +7.3% |
| 6M | +7.3% | +0.6% | +6.7% | +6.9% |
| YTD | -32.4% | +0.6% | -33.0% | -32.8% |
| 1Y | -26.6% | +6.1% | -32.7% | -29.2% |
| 3Y | -51.8% | +102.0% | -153.8% | -67.4% |
| 5Y | -45.6% | +119.2% | -164.8% | -66.2% |
| All | -45.6% | +118.8% | -164.4% | -66.2% |
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