+208.9%
W vs HIG
+260.2%
-51.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -1.7% | -0.1% | -1.5% | -1.7% |
| 30D | +3.2% | +4.4% | -1.1% | +1.3% |
| 3M | +8.3% | 0.0% | +8.3% | +8.1% |
| 6M | +84.3% | +3.8% | +80.5% | +79.7% |
| YTD | +11.0% | +0.7% | +10.3% | +9.2% |
| 1Y | -0.2% | +5.0% | -5.3% | -3.7% |
| 3Y | +157.9% | +95.3% | +62.6% | +86.1% |
| 5Y | -56.8% | +110.8% | -167.6% | -69.7% |
| All | +208.9% | +260.2% | -51.3% | +76.8% |
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