+7,201.8%
LOW vs HIG
+987.6%
+6,214.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -9.3% | -2.8% | -6.4% | -8.7% |
| 3M | -8.1% | +6.3% | -14.4% | -9.4% |
| 6M | -19.8% | -0.1% | -19.7% | -19.8% |
| YTD | -16.4% | +0.4% | -16.8% | -16.6% |
| 1Y | -24.7% | +6.2% | -30.9% | -25.8% |
| 3Y | -8.8% | +101.6% | -110.4% | -22.1% |
| 5Y | +7.8% | +119.8% | -112.1% | -10.0% |
| 10Y | +233.8% | +311.7% | -77.9% | +139.7% |
| All | +7,201.8% | +987.6% | +6,214.2% | +2,390.5% |
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