+580.0%
XYZ vs HIG
+304.7%
+275.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.3% | -2.3% |
| 7D | +2.9% | -1.1% | +3.9% | +3.4% |
| 30D | +1.4% | -4.9% | +6.3% | +3.7% |
| 3M | +14.6% | +6.8% | +7.8% | +10.8% |
| 6M | +20.8% | -1.7% | +22.4% | +20.9% |
| YTD | +23.1% | -0.2% | +23.3% | +22.1% |
| 1Y | +5.6% | +5.7% | -0.1% | +1.6% |
| 3Y | +50.9% | +100.3% | -49.4% | +5.5% |
| 5Y | -68.6% | +118.5% | -187.0% | -78.6% |
| 10Y | +580.0% | +309.7% | +270.2% | +259.5% |
| All | +580.0% | +304.7% | +275.3% | +259.5% |
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