+4.2%
HIG vs ALM
+247.3%
-243.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.4% |
| 7D | -1.5% | -11.8% | +10.4% | -1.6% |
| 30D | -0.4% | +7.8% | -8.1% | -0.3% |
| 3M | +6.7% | -9.3% | +15.9% | +6.7% |
| 6M | +2.0% | -30.5% | +32.4% | +1.9% |
| YTD | +0.3% | +75.8% | -75.5% | -0.5% |
| 1Y | +4.2% | +241.2% | -237.0% | +4.1% |
| All | +4.2% | +247.3% | -243.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling