+14.7%
S vs HIG
+99.1%
-84.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.8% |
| 7D | -5.8% | -1.1% | -4.7% | -5.6% |
| 30D | -9.2% | -4.9% | -4.3% | -8.2% |
| 3M | +23.4% | +6.8% | +16.6% | +20.8% |
| 6M | +36.9% | -1.7% | +38.6% | +36.9% |
| YTD | +29.5% | -0.2% | +29.8% | +28.8% |
| 1Y | +5.4% | +5.7% | -0.3% | +3.0% |
| 3Y | +14.7% | +100.3% | -85.6% | -2.0% |
| All | +14.7% | +99.1% | -84.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling