+340.1%
RF vs HIG
+967.2%
-627.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +6.0% | +5.6% | +0.5% | +3.6% |
| 3M | -8.9% | -6.9% | -2.0% | -6.2% |
| 6M | +2.3% | +1.3% | +1.0% | +1.3% |
| YTD | +7.6% | -1.5% | +9.0% | +7.8% |
| 1Y | +21.2% | +6.6% | +14.6% | +17.3% |
| 3Y | +108.5% | +91.2% | +17.3% | +57.3% |
| 5Y | +43.2% | +106.1% | -62.8% | +6.0% |
| 10Y | +288.1% | +283.7% | +4.4% | +129.7% |
| All | +340.1% | +967.2% | -627.0% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling