-2.7%
MSCI vs HIG
+5.4%
-8.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -1.7% | -4.9% | +3.2% | -0.7% |
| 3M | -8.2% | +6.8% | -15.0% | -9.5% |
| 6M | -2.4% | -1.7% | -0.8% | -2.7% |
| YTD | -2.8% | -0.2% | -2.6% | -3.7% |
| 1Y | -2.7% | +5.7% | -8.4% | -3.2% |
| All | -2.7% | +5.4% | -8.0% | -3.2% |
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