-1.1%
TLT vs HIG
+99.1%
-100.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | -0.3% | -4.9% | +4.6% | -0.1% |
| 3M | -1.7% | +6.8% | -8.5% | -2.1% |
| 6M | -4.9% | -1.7% | -3.2% | -4.9% |
| YTD | -2.8% | -0.2% | -2.6% | -2.9% |
| 1Y | -4.2% | +5.7% | -9.9% | -4.6% |
| 3Y | -1.1% | +100.3% | -101.4% | -2.1% |
| All | -1.1% | +99.1% | -100.2% | -2.1% |
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