+290.1%
ETR vs HIG
+313.7%
-23.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | -1.5% | -0.4% | -1.4% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -3.6% | +6.7% | -10.2% | -5.8% |
| 6M | +2.6% | +2.0% | +0.7% | +1.6% |
| YTD | +16.0% | +0.3% | +15.7% | +15.3% |
| 1Y | +20.1% | +4.2% | +15.9% | +17.7% |
| 3Y | +143.6% | +102.2% | +41.4% | +90.0% |
| 5Y | +124.4% | +118.5% | +5.9% | +68.5% |
| All | +290.1% | +313.7% | -23.6% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling