+29.7%
Q vs HIG
+10.1%
+19.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +1.3% |
| 7D | +6.7% | -1.1% | +7.8% | +6.2% |
| 30D | -10.6% | -4.9% | -5.7% | -12.8% |
| 3M | -14.6% | +6.8% | -21.4% | -12.4% |
| 6M | +12.1% | -1.7% | +13.7% | +13.6% |
| YTD | +51.3% | -0.2% | +51.5% | +53.9% |
| All | +29.7% | +10.1% | +19.6% | +28.4% |
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