+4.3%
ROL vs HIG
+97.9%
-93.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.2% |
| 7D | +3.4% | +2.1% | +1.3% | +2.5% |
| 30D | +20.8% | +6.7% | +14.0% | +17.6% |
| 3M | +3.7% | -1.9% | +5.7% | +4.4% |
| 6M | -27.7% | +5.3% | -33.0% | -29.2% |
| YTD | -34.9% | +1.3% | -36.3% | -35.5% |
| 1Y | -33.3% | +7.2% | -40.5% | -35.2% |
| 3Y | +4.3% | +96.6% | -92.3% | -11.9% |
| All | +4.3% | +97.9% | -93.6% | -11.9% |
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 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