+301.7%
HIG vs BR
+189.7%
+112.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.5% | -3.0% | +1.5% | -0.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +6.7% | +17.3% | -10.6% | -0.5% |
| 6M | +2.0% | -6.7% | +8.7% | +3.9% |
| YTD | +0.3% | -23.4% | +23.7% | +10.4% |
| 1Y | +4.2% | -32.7% | +36.9% | +21.1% |
| 3Y | +102.2% | -5.9% | +108.1% | +102.9% |
| 5Y | +118.5% | +8.4% | +110.1% | +102.1% |
| All | +301.7% | +189.7% | +112.1% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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