+39.2%
S vs HIG
+12.7%
+26.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.7% |
| 7D | -8.2% | +6.2% | -14.4% | -8.2% |
| 30D | -7.6% | +9.4% | -17.1% | -8.5% |
| 3M | +12.0% | -2.3% | +14.3% | +12.2% |
| 6M | +50.6% | +4.2% | +46.4% | +48.7% |
| YTD | +56.6% | +1.6% | +55.0% | +54.4% |
| 1Y | +39.2% | +9.9% | +29.4% | +34.5% |
| All | +39.2% | +12.7% | +26.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling