+1,332.0%
ET vs HIG
+166.3%
+1,165.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | -2.5% | +4.2% | -6.6% | -3.3% |
| 3M | -4.9% | +0.2% | -5.0% | -5.0% |
| 6M | -0.1% | +4.6% | -4.7% | -1.1% |
| YTD | +26.2% | +1.1% | +25.1% | +25.5% |
| 1Y | +25.2% | +4.7% | +20.5% | +23.6% |
| 3Y | +84.2% | +95.5% | -11.3% | +62.0% |
| 5Y | +216.1% | +111.7% | +104.4% | +173.5% |
| 10Y | +160.7% | +263.4% | -102.8% | +103.6% |
| All | +1,332.0% | +166.3% | +1,165.8% | +846.3% |
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