+301.7%
HIG vs ALM
+2,589.2%
-2,287.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | -1.5% | -11.8% | +10.4% | -1.2% |
| 30D | -0.4% | +7.8% | -8.1% | -0.7% |
| 3M | +6.7% | -9.3% | +15.9% | +6.6% |
| 6M | +2.0% | -30.5% | +32.4% | +2.3% |
| YTD | +0.3% | +75.8% | -75.5% | -2.5% |
| 1Y | +4.2% | +241.2% | -237.0% | -1.1% |
| 3Y | +102.2% | +1,872.6% | -1,770.4% | +76.8% |
| 5Y | +118.5% | +849.6% | -731.1% | +94.0% |
| All | +301.7% | +2,589.2% | -2,287.5% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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