+433.8%
MAR vs HIG
+313.7%
+120.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -0.5% | -1.5% | +0.9% | +0.3% |
| 30D | -5.4% | -0.4% | -5.1% | -5.3% |
| 3M | -15.5% | +6.7% | -22.2% | -18.8% |
| 6M | +3.0% | +2.0% | +1.0% | +1.2% |
| YTD | +8.5% | +0.3% | +8.2% | +7.6% |
| 1Y | +26.0% | +4.2% | +21.8% | +22.1% |
| 3Y | +68.6% | +102.2% | -33.6% | +10.9% |
| 5Y | +157.4% | +118.5% | +38.9% | +61.0% |
| All | +433.8% | +313.7% | +120.2% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling