+210.6%
ET vs HIG
+110.6%
+100.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | -2.5% | +4.2% | -6.6% | -4.2% |
| 3M | -4.9% | +0.2% | -5.0% | -5.2% |
| 6M | -0.1% | +4.6% | -4.7% | -2.4% |
| YTD | +26.2% | +1.1% | +25.1% | +24.5% |
| 1Y | +25.2% | +4.7% | +20.5% | +21.4% |
| 3Y | +84.2% | +95.5% | -11.3% | +31.1% |
| All | +210.6% | +110.6% | +100.0% | +111.4% |
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 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