+1,868.0%
OMC vs HIG
+995.0%
+873.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | +12.2% | +4.2% | +8.0% | +11.3% |
| 3M | +0.6% | +0.2% | +0.4% | +0.6% |
| 6M | +21.0% | +4.6% | +16.4% | +19.8% |
| YTD | +12.4% | +1.1% | +11.2% | +12.0% |
| 1Y | +25.4% | +4.7% | +20.7% | +24.1% |
| 3Y | +29.2% | +95.5% | -66.3% | +12.3% |
| 5Y | +52.6% | +111.7% | -59.1% | +30.5% |
| 10Y | +53.6% | +263.4% | -209.8% | +16.2% |
| All | +1,868.0% | +995.0% | +873.0% | +749.0% |
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