+309.3%
TEL vs HIG
+313.7%
-4.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -1.5% | +3.0% | +2.3% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +2.4% | +6.7% | -4.2% | -1.0% |
| 6M | +4.1% | +2.0% | +2.2% | +2.5% |
| YTD | -5.8% | +0.3% | -6.1% | -6.9% |
| 1Y | +0.9% | +4.2% | -3.3% | -2.4% |
| 3Y | +72.6% | +102.2% | -29.6% | +19.7% |
| 5Y | +57.5% | +118.5% | -61.0% | +4.7% |
| All | +309.3% | +313.7% | -4.3% | +91.4% |
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