-4.2%
ROL vs HIG
+117.6%
-121.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -7.2% | -2.8% | -4.4% | -6.3% |
| 3M | -27.0% | +6.3% | -33.3% | -28.6% |
| 6M | -39.5% | -0.1% | -39.4% | -39.6% |
| YTD | -41.8% | +0.4% | -42.2% | -42.0% |
| 1Y | -38.9% | +6.2% | -45.1% | -40.2% |
| 3Y | -0.4% | +101.6% | -102.0% | -20.2% |
| 5Y | -4.2% | +119.8% | -124.1% | -27.5% |
| All | -4.2% | +117.6% | -121.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling