+119.7%
HIG vs CAPR
-99.1%
+218.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | -3.2% | +139.2% | -142.4% | -3.7% |
| 3M | +9.1% | -66.4% | +75.5% | +9.3% |
| 6M | -1.8% | -63.1% | +61.4% | -1.7% |
| YTD | +1.8% | -67.4% | +69.2% | +1.9% |
| 1Y | +4.6% | +58.2% | -53.7% | +2.8% |
| 3Y | +101.6% | +42.2% | +59.4% | +96.5% |
| 5Y | +124.5% | +87.3% | +37.2% | +117.5% |
| 10Y | +317.8% | -75.3% | +393.1% | +296.1% |
| All | +119.7% | -99.1% | +218.8% | +122.3% |
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 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