+1,696.3%
OMC vs HIG
+980.5%
+715.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -5.8% | -1.1% | -4.7% | -5.5% |
| 30D | -4.8% | -4.9% | +0.1% | -3.8% |
| 3M | +9.2% | +6.8% | +2.4% | +7.7% |
| 6M | -2.5% | -1.7% | -0.8% | -2.2% |
| YTD | +2.6% | -0.2% | +2.8% | +2.4% |
| 1Y | +5.9% | +5.7% | +0.2% | +4.6% |
| 3Y | +14.2% | +100.3% | -86.1% | -1.2% |
| 5Y | +33.2% | +118.5% | -85.2% | +13.2% |
| 10Y | +33.4% | +309.7% | -276.3% | -1.2% |
| All | +1,696.3% | +980.5% | +715.8% | +676.9% |
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