+18.0%
Q vs HIG
+12.7%
+5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +1.5% |
| 7D | -3.3% | +6.2% | -9.5% | +0.8% |
| 30D | -9.7% | +9.4% | -19.1% | -4.2% |
| 3M | -16.1% | -2.3% | -13.8% | -16.7% |
| 6M | -15.7% | +4.2% | -19.9% | -11.9% |
| YTD | +45.7% | +1.6% | +44.2% | +50.2% |
| 1Y | +18.0% | +9.9% | +8.1% | +25.3% |
| All | +18.0% | +12.7% | +5.3% | +25.3% |
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