+942.5%
HIG vs BBWI
+903.3%
+39.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -0.9% |
| 7D | -1.1% | +1.6% | -2.6% | -1.6% |
| 30D | -4.9% | -6.2% | +1.3% | -3.2% |
| 3M | +6.8% | +4.3% | +2.5% | +3.6% |
| 6M | -1.7% | -7.2% | +5.5% | -2.9% |
| YTD | -0.2% | -3.0% | +2.8% | -4.2% |
| 1Y | +5.7% | -30.8% | +36.5% | +11.4% |
| 3Y | +100.3% | -43.4% | +143.7% | +105.8% |
| 5Y | +118.5% | -66.7% | +185.2% | +151.7% |
| 10Y | +309.7% | -55.7% | +365.4% | +206.7% |
| All | +942.5% | +903.3% | +39.2% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling