+301.7%
HIG vs BBWI
-55.0%
+356.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.5% |
| 7D | -1.5% | -4.8% | +3.4% | -0.7% |
| 30D | -0.4% | +3.5% | -3.8% | -1.3% |
| 3M | +6.7% | -0.3% | +7.0% | +5.9% |
| 6M | +2.0% | -5.4% | +7.3% | +1.1% |
| YTD | +0.3% | -4.7% | +5.0% | -1.3% |
| 1Y | +4.2% | -30.5% | +34.7% | +7.7% |
| 3Y | +102.2% | -44.3% | +146.6% | +108.5% |
| 5Y | +118.5% | -66.9% | +185.4% | +142.5% |
| All | +301.7% | -55.0% | +356.7% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling