+301.7%
HIG vs EL
+26.1%
+275.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.5% | -6.5% | +5.0% | -0.1% |
| 30D | -0.4% | +11.1% | -11.5% | -3.0% |
| 3M | +6.7% | +10.7% | -4.0% | +3.7% |
| 6M | +2.0% | +6.9% | -4.9% | -1.0% |
| YTD | +0.3% | -6.3% | +6.6% | -0.7% |
| 1Y | +4.2% | +13.5% | -9.3% | -2.4% |
| 3Y | +102.2% | -33.1% | +135.3% | +108.1% |
| 5Y | +118.5% | -68.8% | +187.3% | +192.0% |
| All | +301.7% | +26.1% | +275.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling