+411.4%
HIG vs ALLE
+340.4%
+71.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -0.7% | -0.8% | +0.2% | -0.3% |
| 30D | +5.4% | +27.4% | -22.0% | -6.0% |
| 3M | -0.9% | +13.8% | -14.8% | -7.1% |
| 6M | +4.8% | +45.5% | -40.7% | -13.1% |
| YTD | +0.9% | +21.4% | -20.5% | -9.7% |
| 1Y | +6.5% | +15.4% | -8.9% | -2.4% |
| 3Y | +95.7% | +91.7% | +4.0% | +35.7% |
| 5Y | +107.1% | +54.5% | +52.6% | +56.1% |
| 10Y | +262.6% | +210.5% | +52.1% | +95.6% |
| All | +411.4% | +340.4% | +71.0% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling