+416.5%
TPR vs HIG
+89.3%
+327.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.2% |
| 7D | +14.2% | +1.1% | +13.1% | +13.8% |
| 30D | +17.1% | +5.6% | +11.5% | +14.9% |
| 3M | -17.7% | -6.9% | -10.8% | -15.8% |
| 6M | -10.2% | +1.3% | -11.5% | -10.9% |
| YTD | +4.9% | -1.5% | +6.4% | +5.2% |
| 1Y | +36.1% | +6.6% | +29.5% | +32.8% |
| 3Y | +416.5% | +91.2% | +325.3% | +361.4% |
| All | +416.5% | +89.3% | +327.2% | +361.4% |
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