+638.0%
XYZ vs HIG
+270.3%
+367.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | +14.9% | -0.5% | +15.4% | +15.3% |
| 30D | +14.7% | +4.5% | +10.2% | +12.5% |
| 3M | +12.1% | -5.5% | +17.6% | +14.9% |
| 6M | +18.3% | +3.1% | +15.2% | +15.9% |
| YTD | +36.1% | -0.8% | +36.9% | +35.3% |
| 1Y | +35.3% | +6.1% | +29.2% | +30.1% |
| 3Y | +73.5% | +94.1% | -20.6% | +22.9% |
| 5Y | -61.6% | +106.4% | -168.1% | -73.3% |
| 10Y | +638.0% | +265.1% | +372.9% | +309.4% |
| All | +638.0% | +270.3% | +367.7% | +309.4% |
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