+378.5%
HIG vs BB
+266.8%
+111.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -4.9% | -12.4% | +7.5% | -3.5% |
| 3M | +6.8% | -15.3% | +22.1% | +7.7% |
| 6M | -1.7% | +128.8% | -130.5% | -13.3% |
| YTD | -0.2% | +107.7% | -107.9% | -11.0% |
| 1Y | +5.7% | +103.9% | -98.2% | -6.1% |
| 3Y | +100.3% | +72.6% | +27.7% | +73.8% |
| 5Y | +118.5% | -24.3% | +142.7% | +103.9% |
| 10Y | +309.7% | +3.1% | +306.6% | +215.8% |
| All | +378.5% | +266.8% | +111.7% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling