+952.0%
HIG vs ES
+719.0%
+233.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -0.1% | -1.1% | +0.9% | +0.3% |
| 30D | +4.4% | +8.2% | -3.9% | +1.1% |
| 3M | 0.0% | +0.6% | -0.6% | -0.3% |
| 6M | +3.8% | +6.0% | -2.2% | +1.2% |
| YTD | +0.7% | +9.3% | -8.6% | -3.4% |
| 1Y | +5.0% | +1.1% | +3.9% | +3.4% |
| 3Y | +95.3% | +51.9% | +43.4% | +59.7% |
| 5Y | +110.8% | +6.5% | +104.3% | +96.5% |
| 10Y | +261.9% | +94.8% | +167.1% | +152.6% |
| All | +952.0% | +719.0% | +233.0% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling