+102.5%
HIG vs CAPR
+36.9%
+65.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.7% |
| 7D | -0.5% | -12.6% | +12.2% | -0.5% |
| 30D | -2.8% | +124.4% | -127.2% | -2.7% |
| 3M | +6.3% | -66.8% | +73.1% | +6.2% |
| 6M | -0.1% | -71.8% | +71.7% | -0.3% |
| YTD | +0.4% | -70.1% | +70.5% | +0.3% |
| 1Y | +6.2% | +33.3% | -27.1% | +6.9% |
| All | +102.5% | +36.9% | +65.6% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling