+9.2%
EQX vs HIG
+12.7%
-3.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.4% | +10.4% | +13.3% |
| 7D | +7.6% | +6.2% | +1.4% | +9.3% |
| 30D | +0.4% | +9.4% | -9.0% | +2.9% |
| 3M | +18.0% | -2.3% | +20.3% | +17.4% |
| 6M | -18.4% | +4.2% | -22.5% | -17.0% |
| YTD | -19.3% | +1.6% | -20.9% | -17.4% |
| 1Y | +9.2% | +9.9% | -0.7% | +13.1% |
| All | +9.2% | +12.7% | -3.5% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling