+911.5%
BE vs HIG
+217.7%
+693.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.5% | +8.1% |
| 7D | +20.0% | +0.3% | +19.7% | +19.8% |
| 30D | +7.9% | -3.2% | +11.1% | +10.0% |
| 3M | -13.2% | +9.1% | -22.4% | -19.8% |
| 6M | +53.5% | -1.8% | +55.2% | +51.3% |
| YTD | +191.0% | +1.8% | +189.3% | +177.4% |
| 1Y | +360.5% | +4.6% | +356.0% | +325.8% |
| 3Y | +1,568.0% | +101.6% | +1,466.4% | +844.8% |
| 5Y | +1,055.2% | +124.5% | +930.7% | +497.5% |
| All | +911.5% | +217.7% | +693.8% | +126.5% |
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