+15.9%
MS vs HIG
+6.8%
+9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -0.9% | +4.5% | -5.4% | -0.8% |
| 3M | -13.0% | -5.5% | -7.5% | -13.1% |
| 6M | -2.0% | +3.1% | -5.1% | -2.6% |
| YTD | +7.8% | -0.8% | +8.6% | +6.9% |
| All | +15.9% | +6.8% | +9.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling