+148.6%
TE vs HIG
+5.1%
+143.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +0.1% |
| 7D | -4.0% | +0.3% | -4.3% | -3.8% |
| 30D | -15.9% | -3.2% | -12.7% | -19.0% |
| 3M | -60.5% | +9.1% | -69.7% | -56.2% |
| 6M | -35.2% | -1.8% | -33.4% | -34.5% |
| YTD | -31.1% | +1.8% | -32.9% | -24.7% |
| 1Y | +148.6% | +4.6% | +144.1% | +150.8% |
| All | +148.6% | +5.1% | +143.6% | +150.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling