+1,319.5%
EXC vs HIG
+974.1%
+345.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +9.3% | +4.5% | +4.9% | +8.7% |
| 3M | +1.0% | -5.5% | +6.5% | +1.8% |
| 6M | +5.9% | +3.1% | +2.9% | +5.5% |
| YTD | +7.6% | -0.8% | +8.4% | +7.6% |
| 1Y | +2.4% | +6.1% | -3.7% | +1.5% |
| 3Y | +30.2% | +94.1% | -63.9% | +19.2% |
| 5Y | +41.4% | +106.4% | -65.1% | +27.9% |
| 10Y | +183.8% | +265.1% | -81.3% | +135.8% |
| All | +1,319.5% | +974.1% | +345.4% | +687.4% |
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