+42.1%
U vs HIG
+5.3%
+36.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.4% |
| 7D | +2.6% | +2.6% | 0.0% | +3.7% |
| 30D | +27.6% | +4.2% | +23.4% | +29.7% |
| 3M | +15.3% | +0.2% | +15.1% | +15.1% |
| 6M | +96.4% | +4.6% | +91.8% | +101.3% |
| YTD | +19.6% | +1.1% | +18.4% | +22.6% |
| 1Y | +42.1% | +4.7% | +37.4% | +48.5% |
| All | +42.1% | +5.3% | +36.8% | +48.5% |
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 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