+13,164.2%
GOOG vs HIG
+267.3%
+12,896.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -7.7% | -2.8% | -4.8% | -7.3% |
| 3M | -9.3% | +6.3% | -15.7% | -10.3% |
| 6M | +7.4% | -0.1% | +7.5% | +7.2% |
| YTD | +4.9% | +0.4% | +4.4% | +4.5% |
| 1Y | +37.2% | +6.2% | +31.0% | +35.5% |
| 3Y | +141.6% | +101.6% | +40.0% | +115.2% |
| 5Y | +128.8% | +119.8% | +8.9% | +100.6% |
| 10Y | +772.7% | +311.7% | +461.0% | +582.2% |
| All | +13,164.2% | +267.3% | +12,896.9% | +10,147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling