+238.8%
EQX vs HIG
+270.3%
-31.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.2% | -1.5% | -1.7% | -3.1% |
| 30D | +7.8% | -0.4% | +8.1% | +7.8% |
| 3M | +21.3% | +6.7% | +14.7% | +20.7% |
| 6M | -22.4% | +2.0% | -24.4% | -22.6% |
| YTD | -11.3% | +0.3% | -11.6% | -11.5% |
| 1Y | +13.5% | +4.2% | +9.3% | +12.8% |
| 3Y | +162.1% | +102.2% | +59.9% | +144.8% |
| 5Y | +84.2% | +118.5% | -34.3% | +70.3% |
| All | +238.8% | +270.3% | -31.5% | +369.4% |
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