+43.2%
TER vs HIG
+12.7%
+30.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -4.5% |
| 7D | -19.9% | +6.2% | -26.1% | -14.7% |
| 30D | -43.5% | +9.4% | -53.0% | -38.1% |
| 3M | -37.8% | -2.3% | -35.4% | -38.0% |
| 6M | -25.6% | +4.2% | -29.7% | -20.0% |
| YTD | +29.8% | +1.6% | +28.2% | +39.1% |
| 1Y | +43.2% | +9.9% | +33.3% | +67.2% |
| All | +43.2% | +12.7% | +30.4% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling