+1,257.0%
EXC vs HIG
+1,002.1%
+255.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -3.7% | -3.2% | -0.5% | -3.3% |
| 3M | -1.3% | +9.1% | -10.4% | -2.4% |
| 6M | -9.7% | -1.8% | -7.9% | -9.5% |
| YTD | +2.9% | +1.8% | +1.1% | +2.6% |
| 1Y | +4.4% | +4.6% | -0.2% | +3.6% |
| 3Y | +22.2% | +101.6% | -79.4% | +11.3% |
| 5Y | +46.7% | +124.5% | -77.8% | +31.3% |
| 10Y | +155.3% | +317.8% | -162.5% | +109.1% |
| All | +1,257.0% | +1,002.1% | +255.0% | +650.3% |
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