+114.2%
HIG vs CPB
-41.0%
+155.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | -0.4% | -7.1% | +6.7% | +0.8% |
| 3M | +6.7% | -6.0% | +12.7% | +7.5% |
| 6M | +2.0% | -5.3% | +7.2% | +2.5% |
| YTD | +0.3% | -20.8% | +21.1% | +4.3% |
| 1Y | +4.2% | -33.8% | +38.0% | +12.7% |
| 3Y | +102.2% | -43.7% | +146.0% | +125.2% |
| All | +114.2% | -41.0% | +155.2% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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