+27.2%
P vs HIG
+5.4%
+21.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +0.9% |
| 7D | +7.8% | -1.1% | +8.9% | +7.4% |
| 30D | +12.3% | -4.9% | +17.2% | +10.3% |
| 3M | +37.1% | +6.8% | +30.3% | +39.6% |
| 6M | +66.1% | -1.7% | +67.8% | +67.6% |
| YTD | +50.9% | -0.2% | +51.2% | +52.9% |
| 1Y | +27.2% | +5.7% | +21.5% | +30.5% |
| All | +27.2% | +5.4% | +21.9% | +30.5% |
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