+25.3%
U vs HIG
+6.4%
+18.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | +2.8% | -0.1% | +3.0% | +2.9% |
| 30D | +7.6% | +4.4% | +3.3% | +9.6% |
| 3M | +12.7% | 0.0% | +12.6% | +12.4% |
| 6M | +87.0% | +3.8% | +83.2% | +90.9% |
| YTD | +13.6% | +0.7% | +12.9% | +16.1% |
| 1Y | +25.3% | +5.0% | +20.3% | +31.7% |
| All | +25.3% | +6.4% | +18.9% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling