-48.5%
TE vs HIG
+159.2%
-207.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +10.2% |
| 7D | +18.2% | -1.1% | +19.3% | +18.4% |
| 30D | -13.5% | -4.9% | -8.6% | -13.0% |
| 3M | -44.6% | +6.8% | -51.4% | -45.3% |
| 6M | -24.7% | -1.7% | -23.0% | -24.9% |
| YTD | -24.3% | -0.2% | -24.0% | -24.7% |
| 1Y | +155.6% | +5.7% | +149.9% | +150.9% |
| 3Y | -18.3% | +100.3% | -118.5% | -27.6% |
| 5Y | -41.3% | +118.5% | -159.8% | -48.4% |
| All | -48.5% | +159.2% | -207.6% | -54.8% |
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 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