-25.8%
TE vs HIG
+12.7%
-38.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -0.8% |
| 7D | +3.8% | +6.2% | -2.4% | +11.3% |
| 30D | -26.2% | +9.4% | -35.6% | -17.8% |
| 3M | -49.7% | -2.3% | -47.4% | -50.2% |
| 6M | -46.5% | +4.2% | -50.6% | -41.6% |
| YTD | -59.1% | +1.6% | -60.7% | -53.5% |
| 1Y | -25.8% | +9.9% | -35.7% | -7.4% |
| All | -25.8% | +12.7% | -38.6% | -7.4% |
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