+336.7%
RF vs HIG
+304.7%
+32.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.4% |
| 7D | +2.7% | -1.1% | +3.7% | +3.5% |
| 30D | -3.4% | -4.9% | +1.5% | +0.5% |
| 3M | +6.4% | +6.8% | -0.4% | +0.2% |
| 6M | +13.4% | -1.7% | +15.1% | +13.9% |
| YTD | +14.2% | -0.2% | +14.5% | +13.3% |
| 1Y | +15.7% | +5.7% | +10.0% | +9.2% |
| 3Y | +91.3% | +100.3% | -9.0% | +3.9% |
| 5Y | +89.8% | +118.5% | -28.7% | -3.8% |
| 10Y | +336.7% | +309.7% | +27.0% | +25.7% |
| All | +336.7% | +304.7% | +32.0% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling