+3,623.2%
O vs HIG
+995.0%
+2,628.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.4% | +2.6% | -3.0% | -0.9% |
| 30D | +7.1% | +4.2% | +2.9% | +6.2% |
| 3M | -5.2% | +0.2% | -5.4% | -5.3% |
| 6M | -1.8% | +4.6% | -6.4% | -2.8% |
| YTD | +9.1% | +1.1% | +8.0% | +8.6% |
| 1Y | +9.7% | +4.7% | +5.0% | +8.3% |
| 3Y | +39.1% | +95.5% | -56.3% | +18.9% |
| 5Y | +8.4% | +111.7% | -103.3% | -9.7% |
| 10Y | +80.2% | +263.4% | -183.3% | +31.9% |
| All | +3,623.2% | +995.0% | +2,628.2% | +1,585.8% |
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