+180.8%
HIG vs EFV
+253.2%
-72.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.7% |
| 7D | -0.5% | -0.5% | 0.0% | +0.1% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | +6.3% | +8.4% | -2.1% | -4.0% |
| 6M | -0.1% | +12.3% | -12.4% | -14.4% |
| YTD | +0.4% | +17.4% | -17.0% | -18.8% |
| 1Y | +6.2% | +27.1% | -20.9% | -22.2% |
| 3Y | +101.6% | +90.7% | +10.9% | -12.4% |
| 5Y | +119.8% | +95.6% | +24.2% | -9.1% |
| 10Y | +311.7% | +165.3% | +146.4% | +13.9% |
| All | +180.8% | +253.2% | -72.3% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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