+239.3%
EQIX vs HIG
+266.6%
-27.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +0.4% | -2.8% | +3.3% | +1.0% |
| 3M | -1.1% | +6.3% | -7.5% | -2.5% |
| 6M | +11.5% | -0.1% | +11.6% | +11.2% |
| YTD | +38.2% | +0.4% | +37.8% | +37.6% |
| 1Y | +36.7% | +6.2% | +30.4% | +34.4% |
| 3Y | +44.1% | +101.6% | -57.5% | +23.2% |
| 5Y | +34.8% | +119.8% | -85.0% | +12.6% |
| 10Y | +248.8% | +311.7% | -62.9% | +141.3% |
| All | +239.3% | +266.6% | -27.3% | +61.1% |
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