+102.9%
HIG vs BB
+62.2%
+40.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -2.3% | -2.1% | -0.2% | -2.3% |
| 30D | -1.2% | -16.0% | +14.8% | -1.0% |
| 3M | +6.3% | -14.5% | +20.8% | +6.2% |
| 6M | +0.6% | +118.6% | -118.0% | -2.9% |
| YTD | +0.6% | +98.9% | -98.3% | -2.5% |
| 1Y | +6.1% | +99.5% | -93.4% | +2.5% |
| All | +102.9% | +62.2% | +40.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling