+76.9%
ENB vs HIG
+101.4%
-24.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -1.1% | -2.8% | +1.8% | -0.4% |
| 3M | -8.5% | +6.3% | -14.8% | -9.9% |
| 6M | -4.5% | -0.1% | -4.4% | -4.8% |
| YTD | +9.1% | +0.4% | +8.7% | +8.5% |
| 1Y | +8.0% | +6.2% | +1.7% | +5.7% |
| All | +76.9% | +101.4% | -24.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling