+1,318.3%
EXC vs HIG
+992.6%
+325.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +8.3% | +5.4% | +2.9% | +7.6% |
| 3M | +2.6% | -0.9% | +3.6% | +2.7% |
| 6M | +5.2% | +4.8% | +0.4% | +4.5% |
| YTD | +7.5% | +0.9% | +6.6% | +7.3% |
| 1Y | +3.2% | +6.5% | -3.3% | +2.2% |
| 3Y | +29.5% | +95.7% | -66.2% | +18.4% |
| 5Y | +39.7% | +107.1% | -67.4% | +26.3% |
| 10Y | +200.1% | +262.6% | -62.6% | +149.5% |
| All | +1,318.3% | +992.6% | +325.7% | +684.9% |
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