+114.2%
HIG vs BB
-26.5%
+140.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -0.4% | -12.5% | +12.2% | +0.3% |
| 3M | +6.7% | -17.4% | +24.1% | +7.2% |
| 6M | +2.0% | +119.1% | -117.2% | -4.9% |
| YTD | +0.3% | +102.4% | -102.1% | -5.9% |
| 1Y | +4.2% | +98.2% | -94.0% | -2.5% |
| 3Y | +102.2% | +46.9% | +55.3% | +90.7% |
| All | +114.2% | -26.5% | +140.7% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling