+302.0%
TRV vs HIG
+313.7%
-11.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +1.9% | -1.5% | +3.4% | +2.9% |
| 30D | +1.7% | -0.4% | +2.1% | +1.9% |
| 3M | +23.9% | +6.7% | +17.2% | +19.1% |
| 6M | +26.3% | +2.0% | +24.3% | +24.7% |
| YTD | +30.8% | +0.3% | +30.5% | +30.6% |
| 1Y | +36.3% | +4.2% | +32.1% | +32.9% |
| 3Y | +145.0% | +102.2% | +42.8% | +61.1% |
| 5Y | +163.9% | +118.5% | +45.4% | +64.8% |
| All | +302.0% | +313.7% | -11.6% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling