+963.3%
HIG vs ES
+708.3%
+255.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -3.2% | -2.0% | -1.3% | -2.4% |
| 3M | +9.1% | +1.7% | +7.5% | +8.4% |
| 6M | -1.8% | -3.5% | +1.8% | -0.6% |
| YTD | +1.8% | +7.9% | -6.1% | -1.8% |
| 1Y | +4.6% | +17.2% | -12.6% | -3.2% |
| 3Y | +101.6% | +29.3% | +72.3% | +75.6% |
| 5Y | +124.5% | -5.7% | +130.2% | +120.1% |
| 10Y | +317.8% | +85.2% | +232.6% | +197.5% |
| All | +963.3% | +708.3% | +255.0% | +354.1% |
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