+947.8%
HIG vs CGNX
+942.8%
+5.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.3% |
| 7D | -1.5% | +3.2% | -4.6% | -2.2% |
| 30D | -0.4% | +6.0% | -6.4% | -2.0% |
| 3M | +6.7% | +3.5% | +3.1% | +4.5% |
| 6M | +2.0% | +26.3% | -24.3% | -5.7% |
| YTD | +0.3% | +79.2% | -79.0% | -16.9% |
| 1Y | +4.2% | +43.8% | -39.6% | -9.7% |
| 3Y | +102.2% | +52.0% | +50.3% | +65.1% |
| 5Y | +118.5% | -24.0% | +142.5% | +106.1% |
| 10Y | +311.1% | +189.1% | +122.0% | +149.9% |
| All | +947.8% | +942.8% | +5.0% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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