-80.5%
TE vs HIG
+162.7%
-243.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | -19.1% | +2.6% | -21.7% | -19.3% |
| 30D | -34.1% | +4.2% | -38.3% | -34.5% |
| 3M | -60.1% | +0.2% | -60.3% | -60.2% |
| 6M | -66.0% | +4.6% | -70.6% | -66.4% |
| YTD | -71.4% | +1.1% | -72.5% | -71.7% |
| 1Y | -45.3% | +4.7% | -50.0% | -46.1% |
| 3Y | +9.1% | +95.5% | -86.3% | -3.1% |
| 5Y | -82.6% | +111.7% | -194.3% | -84.7% |
| All | -80.5% | +162.7% | -243.2% | -83.0% |
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