+196.2%
HIG vs BTG
+371.8%
-175.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -2.3% | -5.5% | +3.2% | -1.9% |
| 30D | -1.2% | +6.1% | -7.3% | -1.8% |
| 3M | +6.3% | +38.6% | -32.3% | +3.1% |
| 6M | +0.6% | +0.7% | -0.1% | -0.3% |
| YTD | +0.6% | +20.3% | -19.7% | -2.2% |
| 1Y | +6.1% | +25.0% | -18.9% | +2.4% |
| 3Y | +102.0% | +97.3% | +4.7% | +84.6% |
| 5Y | +119.2% | +78.3% | +40.9% | +99.7% |
| 10Y | +312.5% | +151.6% | +160.8% | +243.5% |
| All | +196.2% | +371.8% | -175.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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