+594.1%
XYZ vs HIG
+260.9%
+333.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | +11.6% | +5.4% | +6.2% | +9.0% |
| 3M | +8.4% | -0.9% | +9.3% | +8.7% |
| 6M | +17.2% | +4.8% | +12.4% | +13.9% |
| YTD | +31.7% | +0.9% | +30.8% | +29.8% |
| 1Y | +30.1% | +6.5% | +23.6% | +24.8% |
| 3Y | +66.4% | +95.7% | -29.3% | +17.5% |
| 5Y | -62.2% | +107.1% | -169.2% | -73.8% |
| All | +594.1% | +260.9% | +333.1% | +281.7% |
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