+2,565.4%
ETR vs HIG
+1,002.1%
+1,563.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +1.0% | -3.2% | +4.2% | +1.4% |
| 3M | -1.3% | +9.1% | -10.4% | -2.3% |
| 6M | +1.9% | -1.8% | +3.7% | +2.0% |
| YTD | +18.2% | +1.8% | +16.4% | +17.7% |
| 1Y | +24.7% | +4.6% | +20.1% | +23.8% |
| 3Y | +150.7% | +101.6% | +49.0% | +130.4% |
| 5Y | +127.0% | +124.5% | +2.5% | +105.6% |
| 10Y | +295.5% | +317.8% | -22.3% | +230.5% |
| All | +2,565.4% | +1,002.1% | +1,563.3% | +1,538.9% |
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