+118.5%
HIG vs ALLE
+17.0%
+101.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -1.1% | +2.8% | -3.9% | -2.0% |
| 30D | -4.9% | -7.6% | +2.7% | -2.5% |
| 3M | +6.8% | +22.8% | -16.0% | -0.8% |
| 6M | -1.7% | +4.6% | -6.3% | -3.8% |
| YTD | -0.2% | -1.2% | +1.0% | -0.9% |
| 1Y | +5.7% | -9.1% | +14.8% | +8.1% |
| 3Y | +100.3% | +50.0% | +50.3% | +67.3% |
| 5Y | +118.5% | +15.2% | +103.2% | +98.0% |
| All | +118.5% | +17.0% | +101.5% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling