+219.1%
TER vs HIG
+122.5%
+96.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.8% |
| 7D | +11.0% | -1.1% | +12.0% | +11.2% |
| 30D | -1.9% | -4.9% | +3.0% | -0.5% |
| 3M | -0.7% | +6.8% | -7.5% | -4.2% |
| 6M | +36.4% | -1.7% | +38.1% | +35.7% |
| YTD | +92.4% | -0.2% | +92.7% | +89.8% |
| 1Y | +213.5% | +5.7% | +207.8% | +199.8% |
| 3Y | +277.2% | +100.3% | +176.9% | +140.9% |
| 5Y | +219.1% | +118.5% | +100.6% | +86.0% |
| All | +219.1% | +122.5% | +96.6% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling