-67.5%
S vs HIG
+109.1%
-176.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +5.9% | -0.9% | +6.8% | +5.9% |
| 6M | +45.6% | +4.8% | +40.8% | +42.9% |
| YTD | +58.5% | +0.9% | +57.6% | +56.9% |
| 1Y | +37.6% | +6.5% | +31.2% | +33.9% |
| 3Y | +51.7% | +95.7% | -44.1% | +21.3% |
| 5Y | -67.5% | +107.1% | -174.6% | -75.4% |
| All | -67.5% | +109.1% | -176.5% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling