+131.2%
TLT vs HIG
+361.7%
-230.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | -3.2% | +2.6% | -0.7% |
| 3M | -2.7% | +9.1% | -11.9% | -2.2% |
| 6M | -5.6% | -1.8% | -3.8% | -5.7% |
| YTD | -2.8% | +1.8% | -4.5% | -2.6% |
| 1Y | -1.4% | +4.6% | -6.0% | -1.1% |
| 3Y | -1.6% | +101.6% | -103.2% | +2.7% |
| 5Y | -33.8% | +124.5% | -158.3% | -30.2% |
| 10Y | -21.1% | +317.8% | -339.0% | -12.5% |
| All | +131.2% | +361.7% | -230.4% | +189.2% |
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