+152.3%
W vs HIG
+315.0%
-162.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +0.5% | -2.3% | +2.8% | +1.5% |
| 30D | -5.6% | -1.2% | -4.4% | -5.2% |
| 3M | +41.9% | +6.3% | +35.6% | +37.1% |
| 6M | +30.2% | +0.6% | +29.6% | +28.7% |
| YTD | -2.9% | +0.6% | -3.6% | -4.4% |
| 1Y | +11.6% | +6.1% | +5.5% | +7.1% |
| 3Y | +37.0% | +102.0% | -65.0% | -2.7% |
| 5Y | -62.8% | +119.2% | -182.0% | -74.2% |
| All | +152.3% | +315.0% | -162.7% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling