-23.1%
EXE vs HIG
+5.3%
-28.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +5.3% | +2.6% | +2.7% | +5.3% |
| 30D | -2.2% | +4.2% | -6.4% | -2.2% |
| 3M | -5.9% | +0.2% | -6.1% | -6.3% |
| 6M | -5.7% | +4.6% | -10.3% | -6.0% |
| YTD | -17.8% | +1.1% | -18.9% | -18.6% |
| 1Y | -23.1% | +4.7% | -27.8% | -21.9% |
| All | -23.1% | +5.3% | -28.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling