+494.4%
TEAM vs HIG
+313.7%
+180.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.2% | -1.5% | -3.8% | -5.0% |
| 30D | +15.8% | -0.4% | +16.1% | +15.8% |
| 3M | +101.5% | +6.7% | +94.8% | +99.6% |
| 6M | +138.2% | +2.0% | +136.2% | +136.9% |
| YTD | +10.8% | +0.3% | +10.5% | +10.5% |
| 1Y | +1.7% | +4.2% | -2.5% | +0.7% |
| 3Y | -16.0% | +102.2% | -118.3% | -24.9% |
| 5Y | -52.7% | +118.5% | -171.2% | -58.3% |
| All | +494.4% | +313.7% | +180.8% | +400.5% |
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