+59.2%
HIG vs AHR
+356.1%
-296.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -0.4% | +1.9% | -2.2% | -0.8% |
| 3M | +6.7% | +15.7% | -9.0% | +3.2% |
| 6M | +2.0% | +2.5% | -0.6% | +1.0% |
| YTD | +0.3% | +15.0% | -14.7% | -3.2% |
| 1Y | +4.2% | +28.1% | -23.9% | -2.4% |
| All | +59.2% | +356.1% | -296.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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