+0.8%
ROL vs HIG
+99.1%
-98.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.8% |
| 7D | -3.4% | -1.1% | -2.4% | -3.0% |
| 30D | -6.9% | -4.9% | -2.0% | -5.1% |
| 3M | -24.6% | +6.8% | -31.4% | -26.6% |
| 6M | -39.5% | -1.7% | -37.8% | -39.3% |
| YTD | -41.1% | -0.2% | -40.9% | -41.2% |
| 1Y | -37.9% | +5.7% | -43.6% | -39.4% |
| 3Y | +0.8% | +100.3% | -99.5% | -23.6% |
| All | +0.8% | +99.1% | -98.3% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling