+262.7%
GE vs HIG
+101.4%
+161.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -1.2% | -0.5% | -0.8% | -1.1% |
| 30D | -11.3% | -2.8% | -8.4% | -10.2% |
| 3M | -1.4% | +6.3% | -7.7% | -4.6% |
| 6M | +1.2% | -0.1% | +1.3% | +0.8% |
| YTD | +5.9% | +0.4% | +5.5% | +5.1% |
| 1Y | +18.4% | +6.2% | +12.2% | +14.1% |
| All | +262.7% | +101.4% | +161.3% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling