+78.8%
U vs HIG
+96.5%
-17.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | +24.4% | +2.1% | +22.2% | +24.0% |
| 30D | +7.4% | +6.7% | +0.6% | +6.3% |
| 3M | +16.8% | -1.9% | +18.7% | +17.0% |
| 6M | +78.8% | +5.3% | +73.4% | +76.7% |
| YTD | +14.0% | +1.3% | +12.6% | +13.0% |
| 1Y | +16.7% | +7.2% | +9.5% | +13.3% |
| All | +78.8% | +96.5% | -17.8% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling