-54.3%
S vs HIG
+145.7%
-200.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -12.6% | -2.8% | -9.7% | -12.0% |
| 3M | +27.6% | +6.3% | +21.2% | +25.2% |
| 6M | +35.5% | -0.1% | +35.6% | +35.0% |
| YTD | +29.6% | +0.4% | +29.2% | +28.8% |
| 1Y | +8.1% | +6.2% | +1.9% | +5.7% |
| 3Y | +14.8% | +101.6% | -86.9% | -5.0% |
| 5Y | -70.6% | +119.8% | -190.4% | -76.4% |
| All | -54.3% | +145.7% | -200.0% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling