+4,526.9%
TGT vs HIG
+987.6%
+3,539.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +4.4% | -2.8% | +7.2% | +5.0% |
| 3M | +25.4% | +6.3% | +19.0% | +23.7% |
| 6M | +33.4% | -0.1% | +33.5% | +33.1% |
| YTD | +65.6% | +0.4% | +65.1% | +64.9% |
| 1Y | +80.3% | +6.2% | +74.0% | +77.4% |
| 3Y | +42.1% | +101.6% | -59.5% | +22.4% |
| 5Y | -25.0% | +119.8% | -144.8% | -36.6% |
| 10Y | +208.2% | +311.7% | -103.5% | +120.6% |
| All | +4,526.9% | +987.6% | +3,539.2% | +1,331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling