+2,160.9%
EQT vs HIG
+986.0%
+1,174.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +5.9% | +6.7% | -0.7% | +4.6% |
| 6M | -14.8% | +2.0% | -16.7% | -15.3% |
| YTD | +1.8% | +0.3% | +1.5% | +1.4% |
| 1Y | +7.4% | +4.2% | +3.2% | +6.2% |
| 3Y | +33.6% | +102.2% | -68.6% | +17.3% |
| 5Y | +199.3% | +118.5% | +80.8% | +160.5% |
| 10Y | +50.0% | +311.1% | -261.1% | +14.0% |
| All | +2,160.9% | +986.0% | +1,174.8% | +1,100.9% |
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