+593.1%
T vs HIG
+990.4%
-397.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | -0.1% | +1.8% | +1.7% |
| 30D | -2.9% | +4.4% | -7.3% | -3.5% |
| 3M | -7.5% | 0.0% | -7.5% | -7.5% |
| 6M | -9.9% | +3.8% | -13.7% | -10.5% |
| YTD | -6.4% | +0.7% | -7.1% | -6.6% |
| 1Y | -9.4% | +5.0% | -14.4% | -10.2% |
| 3Y | +64.9% | +95.3% | -30.5% | +48.8% |
| 5Y | +57.0% | +110.8% | -53.8% | +39.5% |
| 10Y | +60.8% | +261.9% | -201.1% | +29.4% |
| All | +593.1% | +990.4% | -397.3% | +239.2% |
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