+41.7%
TGT vs HIG
+101.8%
-60.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.0% | -2.3% | -2.8% | -4.5% |
| 30D | +3.0% | -1.2% | +4.3% | +3.3% |
| 3M | +22.6% | +6.3% | +16.3% | +20.3% |
| 6M | +31.2% | +0.6% | +30.6% | +30.5% |
| YTD | +63.7% | +0.6% | +63.1% | +62.7% |
| 1Y | +78.5% | +6.1% | +72.4% | +74.0% |
| All | +41.7% | +101.8% | -60.1% | -1.0% |
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 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