+452.0%
TEAM vs HIG
+260.2%
+191.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -16.9% | -0.1% | -16.8% | -16.9% |
| 30D | -26.8% | +4.4% | -31.2% | -27.3% |
| 3M | -1.9% | 0.0% | -1.9% | -1.9% |
| 6M | +79.2% | +3.8% | +75.4% | +78.0% |
| YTD | -6.1% | +0.7% | -6.8% | -6.5% |
| 1Y | -2.1% | +5.0% | -7.1% | -3.2% |
| 3Y | -13.6% | +95.3% | -109.0% | -22.4% |
| 5Y | -65.8% | +110.8% | -176.6% | -69.8% |
| All | +452.0% | +260.2% | +191.8% | +376.7% |
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