-25.1%
TGT vs HIG
+116.1%
-141.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.2% | -1.5% | -3.8% | -4.7% |
| 30D | +1.2% | -0.4% | +1.5% | +1.3% |
| 3M | +18.4% | +6.7% | +11.7% | +15.0% |
| 6M | +33.4% | +2.0% | +31.5% | +31.6% |
| YTD | +63.8% | +0.3% | +63.5% | +62.4% |
| 1Y | +77.2% | +4.2% | +73.0% | +72.5% |
| 3Y | +41.8% | +102.2% | -60.4% | -3.2% |
| All | -25.1% | +116.1% | -141.2% | -51.4% |
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