+303.0%
HIG vs CAPR
-78.6%
+381.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.2% |
| 7D | -2.3% | -10.6% | +8.3% | -2.2% |
| 30D | -1.2% | +111.2% | -112.4% | -2.0% |
| 3M | +6.3% | -67.2% | +73.5% | +6.7% |
| 6M | +0.6% | -75.1% | +75.7% | +1.1% |
| YTD | +0.6% | -71.2% | +71.9% | +1.0% |
| 1Y | +6.1% | +31.1% | -25.0% | +2.6% |
| 3Y | +102.0% | +31.3% | +70.6% | +90.2% |
| 5Y | +119.2% | +69.4% | +49.8% | +103.1% |
| All | +303.0% | -78.6% | +381.6% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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