+118.5%
HIG vs ES
-2.9%
+121.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | +6.8% | +5.0% | +1.8% | +5.3% |
| 6M | -1.7% | -2.8% | +1.1% | -1.0% |
| YTD | -0.2% | +8.6% | -8.8% | -2.9% |
| 1Y | +5.7% | +18.9% | -13.2% | -0.8% |
| 3Y | +100.3% | +32.1% | +68.1% | +80.1% |
| 5Y | +118.5% | -5.1% | +123.6% | +113.0% |
| All | +118.5% | -2.9% | +121.4% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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