+239.8%
RF vs HIG
+268.7%
-28.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -2.5% |
| 7D | +0.3% | +2.1% | -1.8% | -1.4% |
| 30D | +6.2% | +6.7% | -0.6% | +0.6% |
| 3M | -7.8% | -1.9% | -5.9% | -6.8% |
| 6M | +5.9% | +5.3% | +0.6% | +0.3% |
| YTD | +9.0% | +1.3% | +7.7% | +6.4% |
| 1Y | +19.3% | +7.2% | +12.1% | +10.9% |
| 3Y | +116.4% | +96.6% | +19.8% | +18.9% |
| 5Y | +46.0% | +110.0% | -64.0% | -23.8% |
| 10Y | +239.8% | +268.4% | -28.6% | +1.3% |
| All | +239.8% | +268.7% | -28.9% | +1.3% |
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 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