+1,992.3%
RSG vs HIG
+329.2%
+1,663.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +3.7% | -2.8% | +6.5% | +4.1% |
| 3M | +6.2% | +6.3% | -0.2% | +5.1% |
| 6M | -2.8% | -0.1% | -2.7% | -2.8% |
| YTD | +5.9% | +0.4% | +5.5% | +5.7% |
| 1Y | -1.8% | +6.2% | -8.0% | -2.8% |
| 3Y | +57.5% | +101.6% | -44.1% | +40.8% |
| 5Y | +91.1% | +119.8% | -28.8% | +67.9% |
| 10Y | +428.1% | +311.7% | +116.3% | +314.0% |
| All | +1,992.3% | +329.2% | +1,663.1% | +1,046.4% |
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