+255.0%
HIG vs ALLE
+211.7%
+43.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +2.6% | +3.6% | -1.0% | +0.9% |
| 30D | +4.2% | +25.9% | -21.7% | -6.6% |
| 3M | +0.2% | +15.8% | -15.6% | -6.9% |
| 6M | +4.6% | +48.1% | -43.5% | -14.1% |
| YTD | +1.1% | +22.0% | -20.9% | -9.8% |
| 1Y | +4.7% | +18.0% | -13.3% | -5.1% |
| 3Y | +95.5% | +93.1% | +2.4% | +33.8% |
| 5Y | +111.7% | +52.1% | +59.6% | +60.6% |
| All | +255.0% | +211.7% | +43.3% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling