+7.1%
LOW vs HIG
+110.6%
-103.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.3% |
| 30D | +21.7% | +4.2% | +17.5% | +19.7% |
| 3M | +5.0% | +0.2% | +4.8% | +4.9% |
| 6M | +4.6% | +4.6% | 0.0% | +2.3% |
| YTD | -3.5% | +1.1% | -4.6% | -4.3% |
| 1Y | +0.5% | +4.7% | -4.1% | -1.9% |
| 3Y | +24.8% | +95.5% | -70.7% | -9.4% |
| All | +7.1% | +110.6% | -103.6% | -26.3% |
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 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