+118.3%
HIG vs CAPR
-99.0%
+217.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.5% |
| 7D | +2.6% | +5.9% | -3.3% | +2.6% |
| 30D | +4.2% | +44.6% | -40.4% | +4.0% |
| 3M | +0.2% | +126.4% | -126.2% | -0.3% |
| 6M | +4.6% | -68.6% | +73.2% | +4.7% |
| YTD | +1.1% | -67.0% | +68.1% | +1.2% |
| 1Y | +4.7% | +65.2% | -60.5% | +2.9% |
| 3Y | +95.5% | +235.6% | -140.1% | +89.4% |
| 5Y | +111.7% | +175.4% | -63.8% | +104.5% |
| 10Y | +263.4% | -65.0% | +328.4% | +244.6% |
| All | +118.3% | -99.0% | +217.3% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling