+90.4%
ENB vs HIG
+315.0%
-224.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -4.6% | -2.3% | -2.3% | -3.8% |
| 30D | -5.2% | -1.2% | -4.0% | -4.8% |
| 3M | -13.4% | +6.3% | -19.7% | -15.4% |
| 6M | -7.8% | +0.6% | -8.4% | -8.4% |
| YTD | +4.9% | +0.6% | +4.3% | +4.1% |
| 1Y | +3.2% | +6.1% | -2.9% | +0.3% |
| 3Y | +71.0% | +102.0% | -31.0% | +29.6% |
| 5Y | +64.0% | +119.2% | -55.2% | +19.3% |
| All | +90.4% | +315.0% | -224.6% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling