+136.0%
GOOG vs HIG
+116.1%
+19.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | -5.9% | +6.7% | -12.5% | -7.5% |
| 6M | +8.9% | +2.0% | +6.9% | +8.0% |
| YTD | +7.1% | +0.3% | +6.8% | +6.6% |
| 1Y | +39.7% | +4.2% | +35.5% | +37.4% |
| 3Y | +145.8% | +102.2% | +43.6% | +86.7% |
| All | +136.0% | +116.1% | +19.9% | +65.9% |
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 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