+262.0%
TER vs HIG
+103.2%
+158.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -8.3% | -3.2% | -5.1% | -8.3% |
| 3M | -12.2% | +9.1% | -21.4% | -12.7% |
| 6M | +17.1% | -1.8% | +18.9% | +18.4% |
| YTD | +84.7% | +1.8% | +82.9% | +85.6% |
| 1Y | +199.9% | +4.6% | +195.4% | +200.1% |
| All | +262.0% | +103.2% | +158.9% | +226.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling