+7,716.4%
TPR vs HIG
+224.3%
+7,492.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -23.0% | -3.2% | -19.7% | -22.3% |
| 3M | -12.5% | +9.1% | -21.6% | -14.6% |
| 6M | -21.4% | -1.8% | -19.6% | -21.2% |
| YTD | -3.5% | +1.8% | -5.3% | -4.2% |
| 1Y | +17.4% | +4.6% | +12.8% | +15.7% |
| 3Y | +291.3% | +101.6% | +189.6% | +222.3% |
| 5Y | +241.9% | +124.5% | +117.4% | +175.0% |
| 10Y | +322.7% | +317.8% | +4.9% | +194.3% |
| All | +7,716.4% | +224.3% | +7,492.2% | +4,313.5% |
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