+415.8%
HIG vs ALLE
+260.9%
+155.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.2% | -6.8% | +3.6% | -0.1% |
| 3M | +9.1% | +21.0% | -11.9% | -1.0% |
| 6M | -1.8% | +1.1% | -2.9% | -3.4% |
| YTD | +1.8% | -0.5% | +2.3% | +0.3% |
| 1Y | +4.6% | -7.3% | +11.8% | +6.3% |
| 3Y | +101.6% | +42.3% | +59.4% | +61.6% |
| 5Y | +124.5% | +13.5% | +111.0% | +97.5% |
| 10Y | +317.8% | +144.0% | +173.8% | +152.2% |
| All | +415.8% | +260.9% | +155.0% | +166.2% |
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