+85.5%
ETN vs HIG
+101.1%
-15.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | -7.5% | -0.4% | -7.2% | -7.5% |
| 3M | +8.3% | +6.7% | +1.7% | +6.5% |
| 6M | +20.2% | +2.0% | +18.2% | +19.3% |
| YTD | +34.7% | +0.3% | +34.4% | +34.2% |
| 1Y | +19.4% | +4.2% | +15.3% | +17.6% |
| 3Y | +85.5% | +102.2% | -16.7% | +46.3% |
| All | +85.5% | +101.1% | -15.6% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling