+173.8%
ET vs HIG
+313.7%
-139.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.9% |
| 30D | +2.9% | -0.4% | +3.2% | +3.0% |
| 3M | +16.8% | +6.7% | +10.1% | +12.8% |
| 6M | +18.9% | +2.0% | +16.9% | +16.9% |
| YTD | +37.7% | +0.3% | +37.4% | +36.2% |
| 1Y | +32.4% | +4.2% | +28.2% | +28.0% |
| 3Y | +99.5% | +102.2% | -2.7% | +34.5% |
| 5Y | +244.0% | +118.5% | +125.5% | +119.0% |
| All | +173.8% | +313.7% | -139.9% | +14.4% |
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