+8,826.6%
ETN vs HIG
+987.6%
+7,839.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -6.7% | -2.8% | -3.9% | -6.2% |
| 3M | +3.6% | +6.3% | -2.7% | +1.8% |
| 6M | +18.3% | -0.1% | +18.4% | +17.6% |
| YTD | +31.5% | +0.4% | +31.0% | +30.5% |
| 1Y | +20.6% | +6.2% | +14.3% | +18.0% |
| 3Y | +82.5% | +101.6% | -19.1% | +54.2% |
| 5Y | +177.8% | +119.8% | +57.9% | +130.3% |
| 10Y | +705.0% | +311.7% | +393.3% | +477.0% |
| All | +8,826.6% | +987.6% | +7,839.0% | +3,991.9% |
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