-39.0%
U vs HIG
+317.8%
-356.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +17.5% | -3.2% | +20.7% | +18.1% |
| 3M | +38.7% | +9.1% | +29.6% | +36.5% |
| 6M | +104.4% | -1.8% | +106.2% | +104.6% |
| YTD | -5.7% | +1.8% | -7.4% | -6.5% |
| 1Y | +3.7% | +4.6% | -0.9% | +2.0% |
| 3Y | +12.3% | +101.6% | -89.3% | -2.9% |
| 5Y | -68.8% | +124.5% | -193.3% | -73.2% |
| All | -39.0% | +317.8% | -356.9% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling