+225.4%
HIG vs ALC
+30.4%
+195.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.7% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +4.2% | +16.0% | -11.9% | -1.2% |
| 3M | +0.2% | +0.8% | -0.6% | -0.3% |
| 6M | +4.6% | +16.8% | -12.2% | -1.5% |
| YTD | +1.1% | -5.5% | +6.6% | +1.9% |
| 1Y | +4.7% | -5.3% | +9.9% | +5.2% |
| 3Y | +95.5% | +4.1% | +91.4% | +83.6% |
| 5Y | +111.7% | -7.1% | +118.7% | +104.1% |
| All | +225.4% | +30.4% | +195.0% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling