-53.2%
S vs HIG
+149.0%
-202.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -7.7% | +0.3% | -8.0% | -7.8% |
| 30D | -5.3% | -3.2% | -2.1% | -4.6% |
| 3M | +20.3% | +9.1% | +11.1% | +17.2% |
| 6M | +47.4% | -1.8% | +49.2% | +47.5% |
| YTD | +32.5% | +1.8% | +30.8% | +31.3% |
| 1Y | +9.5% | +4.6% | +5.0% | +7.6% |
| 3Y | +15.5% | +101.6% | -86.1% | -4.4% |
| 5Y | -71.2% | +124.5% | -195.7% | -76.9% |
| All | -53.2% | +149.0% | -202.2% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling