+17.2%
O vs HIG
+118.8%
-101.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.5% | -2.3% | -1.2% | -2.8% |
| 30D | -3.3% | -1.2% | -2.1% | -3.0% |
| 3M | -2.8% | +6.3% | -9.1% | -4.7% |
| 6M | -5.8% | +0.6% | -6.3% | -6.2% |
| YTD | +9.4% | +0.6% | +8.8% | +8.9% |
| 1Y | +5.7% | +6.1% | -0.4% | +3.3% |
| 3Y | +27.2% | +102.0% | -74.7% | +0.8% |
| 5Y | +17.2% | +119.2% | -102.0% | -11.2% |
| All | +17.2% | +118.8% | -101.6% | -11.2% |
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 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