+102.2%
HIG vs BBWI
-45.3%
+147.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.7% |
| 7D | -1.5% | -4.8% | +3.4% | -1.2% |
| 30D | -0.4% | +3.5% | -3.8% | -0.7% |
| 3M | +6.7% | -0.3% | +7.0% | +6.4% |
| 6M | +2.0% | -5.4% | +7.3% | +1.8% |
| YTD | +0.3% | -4.7% | +5.0% | -0.2% |
| 1Y | +4.2% | -30.5% | +34.7% | +6.7% |
| 3Y | +102.2% | -44.3% | +146.6% | +108.8% |
| All | +102.2% | -45.3% | +147.5% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling