+389.7%
TPR vs HIG
+270.3%
+119.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.1% |
| 7D | +12.7% | -0.5% | +13.2% | +13.0% |
| 30D | +17.1% | +4.5% | +12.6% | +13.9% |
| 3M | -15.9% | -5.5% | -10.4% | -13.0% |
| 6M | +2.6% | +3.1% | -0.5% | -0.1% |
| YTD | +7.5% | -0.8% | +8.3% | +7.0% |
| 1Y | +32.9% | +6.1% | +26.9% | +26.7% |
| 3Y | +413.8% | +94.1% | +319.7% | +221.7% |
| 5Y | +263.9% | +106.4% | +157.4% | +117.0% |
| 10Y | +389.7% | +265.1% | +124.6% | +118.6% |
| All | +389.7% | +270.3% | +119.4% | +118.6% |
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 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