+126.1%
TLT vs HIG
+356.8%
-230.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.2% | +4.4% | -2.2% | +2.4% |
| 3M | -1.7% | 0.0% | -1.8% | -1.7% |
| 6M | -4.0% | +3.8% | -7.7% | -3.7% |
| YTD | -4.9% | +0.7% | -5.6% | -4.8% |
| 1Y | -7.4% | +5.0% | -12.4% | -7.0% |
| 3Y | +3.0% | +95.3% | -92.3% | +7.3% |
| 5Y | -35.1% | +110.8% | -145.9% | -31.8% |
| 10Y | -12.7% | +261.9% | -274.6% | -3.9% |
| All | +126.1% | +356.8% | -230.7% | +182.6% |
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