+67.5%
MA vs HIG
+122.5%
-55.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.2% |
| 30D | +1.4% | -4.9% | +6.3% | +4.1% |
| 3M | +17.7% | +6.8% | +11.0% | +13.5% |
| 6M | +9.7% | -1.7% | +11.4% | +10.2% |
| YTD | +0.5% | -0.2% | +0.7% | +0.1% |
| 1Y | -2.1% | +5.7% | -7.8% | -5.5% |
| 3Y | +40.1% | +100.3% | -60.2% | -5.5% |
| 5Y | +67.5% | +118.5% | -51.0% | +1.8% |
| All | +67.5% | +122.5% | -55.0% | +1.8% |
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