+11.2%
P vs HIG
+6.8%
+4.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.6% | +6.7% |
| 7D | -9.6% | -0.5% | -9.1% | -9.8% |
| 30D | -33.4% | +4.5% | -37.9% | -31.7% |
| 3M | +14.2% | -5.5% | +19.7% | +12.5% |
| 6M | +31.6% | +3.1% | +28.5% | +34.6% |
| YTD | +53.5% | -0.8% | +54.3% | +56.4% |
| All | +11.2% | +6.8% | +4.4% | +5.8% |
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 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