+102.9%
T vs HIG
+101.4%
+1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +4.6% | -2.8% | +7.4% | +5.5% |
| 3M | +12.2% | +6.3% | +5.9% | +9.8% |
| 6M | -6.5% | -0.1% | -6.4% | -6.7% |
| YTD | +4.9% | +0.4% | +4.5% | +4.3% |
| 1Y | -10.5% | +6.2% | -16.7% | -12.6% |
| All | +102.9% | +101.4% | +1.5% | +61.9% |
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