+5,208.1%
ECL vs HIG
+1,002.1%
+4,206.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -2.2% | -3.2% | +1.1% | -1.6% |
| 3M | +10.1% | +9.1% | +1.0% | +8.3% |
| 6M | -5.7% | -1.8% | -4.0% | -5.5% |
| YTD | +7.0% | +1.8% | +5.2% | +6.5% |
| 1Y | +2.7% | +4.6% | -1.9% | +1.7% |
| 3Y | +57.7% | +101.6% | -43.9% | +38.7% |
| 5Y | +31.1% | +124.5% | -93.4% | +13.1% |
| 10Y | +150.9% | +317.8% | -166.9% | +92.1% |
| All | +5,208.1% | +1,002.1% | +4,206.1% | +2,442.0% |
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 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