+995.4%
TER vs HIG
+261.7%
+733.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +2.6% | +11.8% | +13.3% |
| 30D | -30.6% | +4.2% | -34.8% | -31.8% |
| 3M | -39.2% | +0.2% | -39.4% | -39.7% |
| 6M | -31.3% | +4.6% | -35.9% | -33.8% |
| YTD | +29.1% | +1.1% | +28.0% | +25.7% |
| 1Y | +47.4% | +4.7% | +42.7% | +41.3% |
| 3Y | +191.2% | +95.5% | +95.8% | +110.0% |
| 5Y | +74.0% | +111.7% | -37.7% | +20.7% |
| All | +995.4% | +261.7% | +733.7% | +512.4% |
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