+9.9%
HIG vs ALLE
+18.6%
-8.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.1% |
| 7D | +6.2% | +6.7% | -0.5% | +5.1% |
| 30D | +9.4% | +25.4% | -16.0% | +5.5% |
| 3M | -2.3% | +16.9% | -19.3% | -4.9% |
| 6M | +4.2% | +46.6% | -42.4% | -2.3% |
| YTD | +1.6% | +22.4% | -20.8% | -5.1% |
| 1Y | +9.9% | +17.7% | -7.8% | +3.7% |
| All | +9.9% | +18.6% | -8.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling