-19.2%
TRI vs HIG
+101.1%
-120.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -7.9% | -1.5% | -6.4% | -7.5% |
| 30D | -4.5% | -0.4% | -4.2% | -4.4% |
| 3M | +22.1% | +6.7% | +15.4% | +20.4% |
| 6M | -2.8% | +2.0% | -4.7% | -3.3% |
| YTD | -23.4% | +0.3% | -23.7% | -23.7% |
| 1Y | -41.5% | +4.2% | -45.7% | -42.3% |
| 3Y | -19.2% | +102.2% | -121.4% | -33.3% |
| All | -19.2% | +101.1% | -120.3% | -33.3% |
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