+311.2%
TPR vs HIG
+304.7%
+6.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.8% | -2.5% |
| 7D | -3.4% | -1.1% | -2.3% | -2.7% |
| 30D | -27.3% | -4.9% | -22.4% | -25.0% |
| 3M | -16.2% | +6.8% | -23.0% | -19.9% |
| 6M | -17.9% | -1.7% | -16.2% | -17.6% |
| YTD | -7.1% | -0.2% | -6.9% | -7.7% |
| 1Y | +13.6% | +5.7% | +7.9% | +8.6% |
| 3Y | +293.7% | +100.3% | +193.5% | +141.7% |
| 5Y | +239.1% | +118.5% | +120.6% | +95.3% |
| 10Y | +311.2% | +309.7% | +1.5% | +65.0% |
| All | +311.2% | +304.7% | +6.5% | +65.0% |
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