+48.2%
S vs HIG
+95.7%
-47.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -7.3% | +5.4% | -12.7% | -8.5% |
| 3M | +5.9% | -0.9% | +6.8% | +5.9% |
| 6M | +45.6% | +4.8% | +40.8% | +43.3% |
| YTD | +58.5% | +0.9% | +57.6% | +57.0% |
| 1Y | +37.6% | +6.5% | +31.2% | +34.2% |
| All | +48.2% | +95.7% | -47.5% | +81.1% |
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