+885.6%
IT vs HIG
+995.0%
-109.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -1.8% | +4.2% | -6.0% | -2.6% |
| 3M | +4.8% | +0.2% | +4.6% | +4.9% |
| 6M | +33.0% | +4.6% | +28.4% | +32.0% |
| YTD | -23.8% | +1.1% | -24.9% | -24.0% |
| 1Y | -16.5% | +4.7% | -21.2% | -17.3% |
| 3Y | -53.6% | +95.5% | -149.1% | -60.1% |
| 5Y | -42.1% | +111.7% | -153.8% | -51.0% |
| 10Y | +90.1% | +263.4% | -173.3% | +41.1% |
| All | +885.6% | +995.0% | -109.4% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling