-38.4%
U vs HIG
+313.1%
-351.5%
-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 | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -4.1% | -1.2% | -2.9% | -3.9% |
| 3M | +57.8% | +6.3% | +51.5% | +56.0% |
| 6M | +103.5% | +0.6% | +102.9% | +102.7% |
| YTD | -4.8% | +0.6% | -5.4% | -5.4% |
| 1Y | -2.4% | +6.1% | -8.5% | -4.3% |
| 3Y | +11.7% | +102.0% | -90.3% | -3.6% |
| 5Y | -68.9% | +119.2% | -188.1% | -73.3% |
| All | -38.4% | +313.1% | -351.5% | -25.5% |
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