-27.5%
TER vs HIG
+4.4%
-31.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.8% | +7.6% |
| 7D | +5.9% | -0.7% | +6.6% | +4.3% |
| 30D | -30.8% | +5.4% | -36.1% | -23.6% |
| 3M | -29.9% | -0.9% | -29.0% | -31.3% |
| 6M | -27.5% | +4.8% | -32.2% | -17.2% |
| All | -27.5% | +4.4% | -31.8% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling