+233.4%
EQX vs HIG
+271.5%
-38.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -7.0% | -2.3% | -4.7% | -6.9% |
| 30D | +4.8% | -1.2% | +6.0% | +4.9% |
| 3M | +25.6% | +6.3% | +19.3% | +25.0% |
| 6M | -25.8% | +0.6% | -26.4% | -26.0% |
| YTD | -12.7% | +0.6% | -13.4% | -12.9% |
| 1Y | +14.1% | +6.1% | +8.0% | +13.2% |
| 3Y | +165.7% | +102.0% | +63.8% | +148.2% |
| 5Y | +81.2% | +119.2% | -38.0% | +67.5% |
| All | +233.4% | +271.5% | -38.1% | +361.7% |
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