+2,657.8%
TRV vs HIG
+987.6%
+1,670.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -2.3% | -2.8% | +0.5% | -1.5% |
| 3M | +22.7% | +6.3% | +16.3% | +20.7% |
| 6M | +21.9% | -0.1% | +22.0% | +22.1% |
| YTD | +27.5% | +0.4% | +27.0% | +27.5% |
| 1Y | +36.2% | +6.2% | +30.0% | +34.2% |
| 3Y | +140.6% | +101.6% | +39.0% | +99.6% |
| 5Y | +154.5% | +119.8% | +34.7% | +106.6% |
| 10Y | +295.4% | +311.7% | -16.3% | +170.5% |
| All | +2,657.8% | +987.6% | +1,670.2% | +782.4% |
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 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