+1,559.1%
ED vs HIG
+995.0%
+564.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.8% |
| 30D | +10.4% | +4.2% | +6.2% | +10.0% |
| 3M | +12.5% | +0.2% | +12.4% | +12.5% |
| 6M | +14.9% | +4.6% | +10.3% | +14.4% |
| YTD | +24.8% | +1.1% | +23.7% | +24.6% |
| 1Y | +23.8% | +4.7% | +19.2% | +23.3% |
| 3Y | +51.6% | +95.5% | -43.8% | +42.9% |
| 5Y | +86.4% | +111.7% | -25.2% | +74.0% |
| 10Y | +145.4% | +263.4% | -118.0% | +115.6% |
| All | +1,559.1% | +995.0% | +564.1% | +890.7% |
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