+13,507.3%
GOOGL vs HIG
+272.2%
+13,235.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -6.6% | -3.2% | -3.3% | -6.1% |
| 3M | -8.9% | +9.1% | -18.1% | -10.3% |
| 6M | +11.9% | -1.8% | +13.7% | +11.9% |
| YTD | +8.3% | +1.8% | +6.6% | +7.8% |
| 1Y | +46.2% | +4.6% | +41.6% | +44.7% |
| 3Y | +151.9% | +101.6% | +50.2% | +124.4% |
| 5Y | +137.7% | +124.5% | +13.2% | +107.9% |
| 10Y | +757.6% | +317.8% | +439.8% | +569.0% |
| All | +13,507.3% | +272.2% | +13,235.1% | +10,393.3% |
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