-15.9%
ROP vs HIG
+117.6%
-133.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -3.4% | -2.8% | -0.5% | -2.3% |
| 3M | +16.7% | +6.3% | +10.3% | +14.1% |
| 6M | +8.1% | -0.1% | +8.2% | +8.0% |
| YTD | -11.7% | +0.4% | -12.1% | -12.0% |
| 1Y | -24.2% | +6.2% | -30.5% | -26.3% |
| 3Y | -19.0% | +101.6% | -120.6% | -37.9% |
| 5Y | -15.9% | +119.8% | -135.7% | -39.6% |
| All | -15.9% | +117.6% | -133.4% | -39.6% |
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 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