-68.3%
U vs HIG
+117.6%
-185.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +4.4% | -0.5% | +4.8% | +4.6% |
| 30D | -1.3% | -2.8% | +1.5% | -0.1% |
| 3M | +49.6% | +6.3% | +43.2% | +44.9% |
| 6M | +100.2% | -0.1% | +100.3% | +98.5% |
| YTD | -3.7% | +0.4% | -4.1% | -5.5% |
| 1Y | -6.5% | +6.2% | -12.7% | -11.6% |
| 3Y | +12.9% | +101.6% | -88.7% | -32.7% |
| 5Y | -68.3% | +119.8% | -188.1% | -83.1% |
| All | -68.3% | +117.6% | -185.9% | -83.1% |
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