+67.5%
NDAQ vs HIG
+107.2%
-39.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +16.2% | +4.4% | +11.9% | +14.3% |
| 3M | +14.0% | 0.0% | +13.9% | +13.9% |
| 6M | +22.3% | +3.8% | +18.5% | +20.0% |
| YTD | +13.0% | +0.7% | +12.3% | +11.9% |
| 1Y | +24.0% | +5.0% | +19.0% | +20.5% |
| 3Y | +117.1% | +95.3% | +21.7% | +59.5% |
| 5Y | +67.5% | +110.8% | -43.2% | +17.6% |
| All | +67.5% | +107.2% | -39.6% | +17.6% |
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