+5,147.3%
GRMN vs HIG
+202.0%
+4,945.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -13.1% | -2.8% | -10.3% | -12.7% |
| 3M | +14.9% | +6.3% | +8.6% | +13.5% |
| 6M | +13.1% | -0.1% | +13.2% | +13.0% |
| YTD | +35.3% | +0.4% | +34.9% | +34.9% |
| 1Y | +16.0% | +6.2% | +9.8% | +14.3% |
| 3Y | +179.6% | +101.6% | +78.0% | +144.3% |
| 5Y | +75.0% | +119.8% | -44.8% | +50.0% |
| 10Y | +644.1% | +311.7% | +332.4% | +453.1% |
| All | +5,147.3% | +202.0% | +4,945.3% | +3,222.7% |
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