-31.4%
ROL vs HIG
+5.3%
-36.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.3% |
| 7D | +3.0% | +2.6% | +0.4% | +1.5% |
| 30D | +19.8% | +4.2% | +15.6% | +17.2% |
| 3M | +7.9% | +0.2% | +7.7% | +7.3% |
| 6M | -25.6% | +4.6% | -30.3% | -27.7% |
| YTD | -34.1% | +1.1% | -35.3% | -34.9% |
| 1Y | -31.4% | +4.7% | -36.1% | -32.6% |
| All | -31.4% | +5.3% | -36.7% | -32.6% |
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