+119.8%
HIG vs ALC
-17.4%
+137.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.5% | -5.3% | +4.8% | +0.8% |
| 30D | -2.8% | -7.1% | +4.2% | -1.2% |
| 3M | +6.3% | +0.8% | +5.6% | +5.9% |
| 6M | -0.1% | -16.0% | +15.9% | +3.6% |
| YTD | +0.4% | -12.7% | +13.2% | +3.0% |
| 1Y | +6.2% | -12.8% | +19.1% | +8.8% |
| 3Y | +101.6% | -15.8% | +117.5% | +106.3% |
| 5Y | +119.8% | -16.7% | +136.5% | +117.4% |
| All | +119.8% | -17.4% | +137.3% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling