-53.1%
TE vs HIG
+160.5%
-213.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -5.9% | -0.4% | -5.6% | -5.9% |
| 3M | -45.6% | +6.7% | -52.2% | -46.3% |
| 6M | -43.4% | +2.0% | -45.3% | -43.8% |
| YTD | -31.0% | +0.3% | -31.3% | -31.4% |
| 1Y | +145.2% | +4.2% | +141.0% | +141.5% |
| 3Y | -24.1% | +102.2% | -126.3% | -32.9% |
| 5Y | -48.1% | +118.5% | -166.6% | -54.4% |
| All | -53.1% | +160.5% | -213.6% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling