+8,398.6%
TPR vs HIG
+214.0%
+8,184.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.4% |
| 7D | +14.2% | +1.1% | +13.1% | +13.9% |
| 30D | +17.1% | +5.6% | +11.5% | +15.4% |
| 3M | -17.7% | -6.9% | -10.8% | -16.2% |
| 6M | -10.2% | +1.3% | -11.5% | -10.7% |
| YTD | +4.9% | -1.5% | +6.4% | +5.1% |
| 1Y | +36.1% | +6.6% | +29.5% | +33.5% |
| 3Y | +416.5% | +91.2% | +325.3% | +331.5% |
| 5Y | +254.8% | +106.1% | +148.7% | +191.7% |
| 10Y | +391.7% | +283.7% | +108.0% | +249.2% |
| All | +8,398.6% | +214.0% | +8,184.6% | +4,739.0% |
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 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