+942.5%
HIG vs EL
+1,571.3%
-628.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | -4.9% | +15.5% | -20.4% | -10.6% |
| 3M | +6.8% | +20.6% | -13.8% | -1.7% |
| 6M | -1.7% | +10.5% | -12.2% | -8.2% |
| YTD | -0.2% | -1.9% | +1.7% | -4.2% |
| 1Y | +5.7% | +16.1% | -10.4% | -6.2% |
| 3Y | +100.3% | -30.2% | +130.5% | +96.2% |
| 5Y | +118.5% | -67.4% | +185.9% | +185.5% |
| 10Y | +309.7% | +31.2% | +278.5% | +163.6% |
| All | +942.5% | +1,571.3% | -628.8% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling