+47.7%
XYZ vs HIG
+103.2%
-55.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.7% | -3.2% | +1.5% | -0.8% |
| 3M | +16.7% | +9.1% | +7.6% | +13.1% |
| 6M | +26.9% | -1.8% | +28.6% | +27.2% |
| YTD | +27.1% | +1.8% | +25.4% | +25.7% |
| 1Y | +9.3% | +4.6% | +4.7% | +6.7% |
| All | +47.7% | +103.2% | -55.5% | +20.6% |
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