-38.9%
ROL vs HIG
+6.8%
-45.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.5% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -7.2% | -2.8% | -4.4% | -5.9% |
| 3M | -27.0% | +6.3% | -33.3% | -29.6% |
| 6M | -39.5% | -0.1% | -39.4% | -39.8% |
| YTD | -41.8% | +0.4% | -42.2% | -42.1% |
| 1Y | -38.9% | +6.2% | -45.1% | -41.4% |
| All | -38.9% | +6.8% | -45.7% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling