+46.4%
RF vs HIG
+110.6%
-64.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +1.9% | +2.6% | -0.7% | -0.1% |
| 30D | +7.3% | +4.2% | +3.1% | +3.8% |
| 3M | -7.9% | +0.2% | -8.1% | -8.4% |
| 6M | +10.5% | +4.6% | +5.9% | +5.4% |
| YTD | +9.6% | +1.1% | +8.5% | +7.4% |
| 1Y | +20.3% | +4.7% | +15.6% | +14.3% |
| 3Y | +119.5% | +95.5% | +24.1% | +15.3% |
| All | +46.4% | +110.6% | -64.2% | -29.7% |
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 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