-68.6%
XYZ vs HIG
+122.5%
-191.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.3% | -1.9% |
| 7D | +2.9% | -1.1% | +3.9% | +3.6% |
| 30D | +1.4% | -4.9% | +6.3% | +4.7% |
| 3M | +14.6% | +6.8% | +7.8% | +8.9% |
| 6M | +20.8% | -1.7% | +22.4% | +20.9% |
| YTD | +23.1% | -0.2% | +23.3% | +21.3% |
| 1Y | +5.6% | +5.7% | -0.1% | -1.0% |
| 3Y | +50.9% | +100.3% | -49.4% | -24.5% |
| 5Y | -68.6% | +118.5% | -187.0% | -86.0% |
| All | -68.6% | +122.5% | -191.1% | -86.0% |
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