+240.4%
TPR vs HIG
+124.5%
+115.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -23.0% | -3.2% | -19.7% | -21.6% |
| 3M | -12.5% | +9.1% | -21.6% | -17.1% |
| 6M | -21.4% | -1.8% | -19.6% | -21.0% |
| YTD | -3.5% | +1.8% | -5.3% | -5.0% |
| 1Y | +17.4% | +4.6% | +12.8% | +13.5% |
| 3Y | +291.3% | +101.6% | +189.6% | +134.6% |
| All | +240.4% | +124.5% | +115.9% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling