+72.2%
EQX vs HIG
+116.1%
-43.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.2% |
| 6M | -22.4% | +2.0% | -24.4% | -22.7% |
| YTD | -11.3% | +0.3% | -11.6% | -11.6% |
| 1Y | +13.5% | +4.2% | +9.3% | +12.4% |
| 3Y | +162.1% | +102.2% | +59.9% | +125.1% |
| All | +72.2% | +116.1% | -43.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling