+26.4%
P vs HIG
+5.1%
+21.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.0% |
| 7D | +6.5% | +0.3% | +6.2% | +6.6% |
| 30D | +18.8% | -3.2% | +22.1% | +17.4% |
| 3M | +26.7% | +9.1% | +17.6% | +30.1% |
| 6M | +62.2% | -1.8% | +64.0% | +64.4% |
| YTD | +48.5% | +1.8% | +46.7% | +51.5% |
| 1Y | +26.4% | +4.6% | +21.8% | +28.9% |
| All | +26.4% | +5.1% | +21.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling