+223.7%
HIG vs ALC
+17.1%
+206.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.1% |
| 7D | -2.3% | -7.7% | +5.4% | +0.4% |
| 30D | -1.2% | -11.7% | +10.5% | +3.1% |
| 3M | +6.3% | +0.7% | +5.6% | +5.7% |
| 6M | +0.6% | -17.1% | +17.7% | +6.6% |
| YTD | +0.6% | -15.1% | +15.8% | +5.4% |
| 1Y | +6.1% | -14.1% | +20.2% | +10.3% |
| 3Y | +102.0% | -18.2% | +120.1% | +108.6% |
| 5Y | +119.2% | -19.2% | +138.4% | +122.7% |
| All | +223.7% | +17.1% | +206.7% | +149.4% |
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