+427.0%
GE vs HIG
+109.1%
+317.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.7% |
| 7D | +4.0% | -0.7% | +4.7% | +4.4% |
| 30D | +11.1% | +5.4% | +5.7% | +7.8% |
| 3M | -6.7% | -0.9% | -5.8% | -6.5% |
| 6M | +14.3% | +4.8% | +9.5% | +10.3% |
| YTD | +11.7% | +0.9% | +10.9% | +10.0% |
| 1Y | +10.9% | +6.5% | +4.4% | +5.6% |
| 3Y | +279.0% | +95.7% | +183.3% | +141.7% |
| 5Y | +427.0% | +107.1% | +319.9% | +215.4% |
| All | +427.0% | +109.1% | +317.9% | +215.4% |
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