+119.2%
HIG vs ALM
+856.4%
-737.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.3% |
| 7D | -2.3% | -7.1% | +4.8% | -2.2% |
| 30D | -1.2% | +24.7% | -25.9% | -1.7% |
| 3M | +6.3% | +8.3% | -2.0% | +5.9% |
| 6M | +0.6% | -22.2% | +22.8% | +0.6% |
| YTD | +0.6% | +88.1% | -87.5% | -2.1% |
| 1Y | +6.1% | +272.4% | -266.3% | +0.8% |
| 3Y | +102.0% | +2,004.1% | -1,902.2% | +75.2% |
| 5Y | +119.2% | +915.8% | -796.6% | +93.5% |
| All | +119.2% | +856.4% | -737.2% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling