+3,168.2%
MAR vs HIG
+359.7%
+2,808.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +13.8% | +4.2% | +9.6% | +12.6% |
| 3M | +20.3% | +0.2% | +20.1% | +20.1% |
| 6M | +21.3% | +4.6% | +16.7% | +19.6% |
| YTD | +37.2% | +1.1% | +36.1% | +36.4% |
| 1Y | +48.4% | +4.7% | +43.8% | +46.3% |
| 3Y | +120.1% | +95.5% | +24.7% | +84.3% |
| 5Y | +182.1% | +111.7% | +70.4% | +132.0% |
| 10Y | +530.2% | +263.4% | +266.8% | +348.2% |
| All | +3,168.2% | +359.7% | +2,808.4% | +1,407.7% |
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