+119.2%
HIG vs EL
-69.5%
+188.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -2.3% | -4.4% | +2.1% | -1.8% |
| 30D | -1.2% | +10.3% | -11.5% | -2.4% |
| 3M | +6.3% | +13.4% | -7.1% | +4.5% |
| 6M | +0.6% | +3.1% | -2.5% | -0.4% |
| YTD | +0.6% | -6.9% | +7.5% | +0.3% |
| 1Y | +6.1% | +11.9% | -5.8% | +2.8% |
| 3Y | +102.0% | -33.8% | +135.8% | +106.7% |
| 5Y | +119.2% | -69.0% | +188.2% | +172.9% |
| All | +119.2% | -69.5% | +188.7% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling