+244.0%
EQIX vs HIG
+313.7%
-69.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.2% | -1.5% | +1.6% | +0.5% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | 0.0% | +6.7% | -6.7% | -1.5% |
| 6M | +7.6% | +2.0% | +5.7% | +7.0% |
| YTD | +37.5% | +0.3% | +37.2% | +37.0% |
| 1Y | +32.9% | +4.2% | +28.7% | +31.3% |
| 3Y | +42.8% | +102.2% | -59.5% | +23.6% |
| 5Y | +35.8% | +118.5% | -82.7% | +15.5% |
| All | +244.0% | +313.7% | -69.7% | +173.0% |
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 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