+261.8%
HIG vs BG
+1,192.5%
-930.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.3% | +3.7% | -6.0% | -4.1% |
| 30D | -1.2% | +12.3% | -13.6% | -6.9% |
| 3M | +6.3% | -2.2% | +8.5% | +6.3% |
| 6M | +0.6% | +5.3% | -4.7% | -3.9% |
| YTD | +0.6% | +42.4% | -41.8% | -17.6% |
| 1Y | +6.1% | +55.2% | -49.1% | -17.8% |
| 3Y | +102.0% | +21.0% | +81.0% | +70.7% |
| 5Y | +119.2% | +87.1% | +32.1% | +41.2% |
| 10Y | +312.5% | +169.8% | +142.6% | +97.7% |
| All | +261.8% | +1,192.5% | -930.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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