+77.3%
EXE vs HIG
+107.2%
-29.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -4.3% | +4.4% | -8.7% | -6.3% |
| 3M | -7.7% | 0.0% | -7.7% | -7.9% |
| 6M | -7.2% | +3.8% | -11.0% | -9.5% |
| YTD | -18.5% | +0.7% | -19.2% | -19.6% |
| 1Y | -24.4% | +5.0% | -29.4% | -27.2% |
| 3Y | +21.6% | +95.3% | -73.8% | -20.1% |
| 5Y | +77.3% | +110.8% | -33.4% | +10.4% |
| All | +77.3% | +107.2% | -29.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling