+1,057.8%
TER vs HIG
+260.2%
+797.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +24.0% | -0.1% | +24.1% | +24.0% |
| 30D | -30.6% | +4.4% | -35.0% | -31.9% |
| 3M | -34.5% | 0.0% | -34.5% | -35.0% |
| 6M | -26.4% | +3.8% | -30.2% | -28.9% |
| YTD | +36.4% | +0.7% | +35.7% | +33.0% |
| 1Y | +47.4% | +5.0% | +42.4% | +41.0% |
| 3Y | +202.6% | +95.3% | +107.2% | +118.2% |
| 5Y | +83.9% | +110.8% | -26.9% | +27.7% |
| All | +1,057.8% | +260.2% | +797.6% | +548.3% |
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