+7,258.3%
ENB vs HIG
+990.4%
+6,268.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +1.4% | +4.4% | -3.0% | +0.9% |
| 3M | -5.2% | 0.0% | -5.2% | -5.2% |
| 6M | -9.9% | +3.8% | -13.7% | -10.4% |
| YTD | +4.7% | +0.7% | +4.0% | +4.4% |
| 1Y | +2.8% | +5.0% | -2.3% | +2.0% |
| 3Y | +71.3% | +95.3% | -24.0% | +58.1% |
| 5Y | +58.6% | +110.8% | -52.2% | +44.9% |
| 10Y | +108.5% | +261.9% | -153.4% | +77.7% |
| All | +7,258.3% | +990.4% | +6,268.0% | +5,217.2% |
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