+119.2%
HIG vs CAPR
+66.0%
+53.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.2% |
| 7D | -2.3% | -10.6% | +8.3% | -2.3% |
| 30D | -1.2% | +111.2% | -112.4% | -1.2% |
| 3M | +6.3% | -67.2% | +73.5% | +6.2% |
| 6M | +0.6% | -75.1% | +75.7% | +0.5% |
| YTD | +0.6% | -71.2% | +71.9% | +0.6% |
| 1Y | +6.1% | +31.1% | -25.0% | +5.9% |
| 3Y | +102.0% | +31.3% | +70.6% | +95.2% |
| 5Y | +119.2% | +69.4% | +49.8% | +101.3% |
| All | +119.2% | +66.0% | +53.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling