-26.6%
U vs HIG
+313.4%
-340.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.8% | -0.1% | +3.0% | +2.8% |
| 30D | +7.6% | +4.4% | +3.3% | +6.7% |
| 3M | +12.7% | 0.0% | +12.6% | +12.5% |
| 6M | +87.0% | +3.8% | +83.2% | +85.1% |
| YTD | +13.6% | +0.7% | +12.9% | +12.7% |
| 1Y | +25.3% | +5.0% | +20.3% | +23.0% |
| 3Y | +85.8% | +95.3% | -9.6% | +61.2% |
| 5Y | -74.5% | +110.8% | -185.3% | -78.5% |
| All | -26.6% | +313.4% | -340.0% | -11.3% |
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 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