-72.4%
U vs HIG
+110.0%
-182.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -3.1% |
| 7D | +24.4% | +2.1% | +22.2% | +23.1% |
| 30D | +7.4% | +6.7% | +0.6% | +3.9% |
| 3M | +16.8% | -1.9% | +18.7% | +17.3% |
| 6M | +78.8% | +5.3% | +73.4% | +72.7% |
| YTD | +14.0% | +1.3% | +12.6% | +10.9% |
| 1Y | +16.7% | +7.2% | +9.5% | +9.6% |
| 3Y | +86.4% | +96.6% | -10.3% | +11.8% |
| All | -72.4% | +110.0% | -182.4% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling