+67.1%
T vs HIG
+116.2%
-49.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.4% |
| 7D | -1.5% | -1.1% | -0.5% | -1.2% |
| 30D | +7.6% | -4.9% | +12.5% | +9.5% |
| 3M | +15.3% | +6.8% | +8.5% | +12.6% |
| 6M | -8.5% | -1.7% | -6.8% | -8.2% |
| YTD | +6.8% | -0.2% | +7.0% | +6.5% |
| 1Y | -7.2% | +5.7% | -12.9% | -9.5% |
| 3Y | +108.2% | +100.3% | +8.0% | +60.4% |
| All | +67.1% | +116.2% | -49.0% | +21.0% |
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 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