+265.9%
HIG vs BNS
+1,476.3%
-1,210.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -0.2% |
| 30D | -1.2% | +4.5% | -5.7% | -5.9% |
| 3M | +6.3% | +14.9% | -8.6% | -8.2% |
| 6M | +0.6% | +32.5% | -31.9% | -24.6% |
| YTD | +0.6% | +28.6% | -28.0% | -22.8% |
| 1Y | +6.1% | +48.4% | -42.3% | -29.4% |
| 3Y | +102.0% | +130.8% | -28.8% | -15.9% |
| 5Y | +119.2% | +94.8% | +24.4% | +4.1% |
| 10Y | +312.5% | +184.3% | +128.1% | +24.0% |
| All | +265.9% | +1,476.3% | -1,210.4% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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