+31.6%
Q vs HIG
+9.4%
+22.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +7.3% |
| 7D | +8.4% | -0.5% | +8.9% | +8.1% |
| 30D | -1.2% | +4.5% | -5.6% | +1.5% |
| 3M | -9.3% | -5.5% | -3.8% | -11.6% |
| 6M | -15.0% | +3.1% | -18.1% | -12.7% |
| YTD | +53.5% | -0.8% | +54.3% | +56.1% |
| 1Y | +35.9% | +6.1% | +29.8% | +36.3% |
| All | +31.6% | +9.4% | +22.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling