+102.9%
HIG vs ESI
+73.2%
+29.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -2.2% |
| 30D | -1.2% | -9.0% | +7.8% | -0.8% |
| 3M | +6.3% | -13.3% | +19.6% | +6.5% |
| 6M | +0.6% | +5.3% | -4.7% | -2.0% |
| YTD | +0.6% | +37.6% | -37.0% | -6.0% |
| 1Y | +6.1% | +33.6% | -27.5% | -0.7% |
| All | +102.9% | +73.2% | +29.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling