-20.8%
TLT vs HIG
+315.0%
-335.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.7% |
| 30D | -1.3% | -1.2% | -0.1% | -1.4% |
| 3M | -3.7% | +6.3% | -10.0% | -3.2% |
| 6M | -6.4% | +0.6% | -6.9% | -6.2% |
| YTD | -4.5% | +0.6% | -5.1% | -4.3% |
| 1Y | -5.9% | +6.1% | -12.0% | -5.3% |
| 3Y | -2.8% | +102.0% | -104.8% | +4.3% |
| 5Y | -35.1% | +119.2% | -154.3% | -29.2% |
| All | -20.8% | +315.0% | -335.8% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling