+533.2%
XYZ vs HIG
+280.4%
+252.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.7% | -3.2% | +1.5% | -0.4% |
| 3M | +16.7% | +9.1% | +7.6% | +11.6% |
| 6M | +26.9% | -1.8% | +28.6% | +27.0% |
| YTD | +27.1% | +1.8% | +25.4% | +25.0% |
| 1Y | +9.3% | +4.6% | +4.7% | +5.7% |
| 3Y | +42.3% | +101.6% | -59.4% | -0.6% |
| 5Y | -69.3% | +124.5% | -193.8% | -79.3% |
| 10Y | +586.8% | +317.8% | +269.0% | +240.1% |
| All | +533.2% | +280.4% | +252.8% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling