+4,589.5%
ROL vs HIG
+1,002.1%
+3,587.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | -3.2% | -0.9% | -3.6% |
| 3M | -22.5% | +9.1% | -31.7% | -23.6% |
| 6M | -37.7% | -1.8% | -35.9% | -37.5% |
| YTD | -39.6% | +1.8% | -41.3% | -39.8% |
| 1Y | -36.0% | +4.6% | -40.6% | -36.5% |
| 3Y | -5.1% | +101.6% | -106.8% | -15.2% |
| 5Y | -3.4% | +124.5% | -127.9% | -15.5% |
| 10Y | +215.2% | +317.8% | -102.6% | +142.6% |
| All | +4,589.5% | +1,002.1% | +3,587.4% | +2,294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling