-63.9%
XYZ vs HIG
+104.7%
-168.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.2% |
| 7D | +12.1% | +1.1% | +11.1% | +11.5% |
| 30D | +12.4% | +5.6% | +6.8% | +8.4% |
| 3M | +8.2% | -6.9% | +15.0% | +13.2% |
| 6M | +20.7% | +1.3% | +19.4% | +18.3% |
| YTD | +31.3% | -1.5% | +32.8% | +30.4% |
| 1Y | +20.5% | +6.6% | +13.9% | +12.2% |
| 3Y | +72.6% | +91.2% | -18.6% | -11.0% |
| All | -63.9% | +104.7% | -168.6% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling