+190.4%
ETN vs HIG
+116.1%
+74.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | -7.5% | -0.4% | -7.2% | -7.5% |
| 3M | +8.3% | +6.7% | +1.7% | +4.7% |
| 6M | +20.2% | +2.0% | +18.2% | +17.9% |
| YTD | +34.7% | +0.3% | +34.4% | +32.9% |
| 1Y | +19.4% | +4.2% | +15.3% | +15.4% |
| 3Y | +85.5% | +102.2% | -16.7% | +20.6% |
| All | +190.4% | +116.1% | +74.3% | +75.0% |
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