+40.5%
W vs HIG
+99.1%
-58.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | -6.2% | -4.9% | -1.3% | -4.6% |
| 3M | +48.9% | +6.8% | +42.1% | +43.5% |
| 6M | +31.2% | -1.7% | +32.9% | +31.0% |
| YTD | -0.4% | -0.2% | -0.2% | -1.6% |
| 1Y | +14.8% | +5.7% | +9.1% | +10.3% |
| 3Y | +40.5% | +100.3% | -59.8% | +6.2% |
| All | +40.5% | +99.1% | -58.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling