+8,325.9%
LOW vs HIG
+995.0%
+7,330.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +21.7% | +4.2% | +17.5% | +20.7% |
| 3M | +5.0% | +0.2% | +4.8% | +5.0% |
| 6M | +4.6% | +4.6% | 0.0% | +3.5% |
| YTD | -3.5% | +1.1% | -4.6% | -3.8% |
| 1Y | +0.5% | +4.7% | -4.1% | -0.6% |
| 3Y | +24.8% | +95.5% | -70.7% | +7.4% |
| 5Y | +6.5% | +111.7% | -105.2% | -10.3% |
| 10Y | +294.6% | +263.4% | +31.1% | +190.4% |
| All | +8,325.9% | +995.0% | +7,330.9% | +2,771.1% |
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