+426.0%
HIG vs ESI
+226.4%
+199.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -1.1% | +5.4% | -6.5% | -2.4% |
| 30D | -4.9% | -4.2% | -0.7% | -4.1% |
| 3M | +6.8% | -9.6% | +16.4% | +8.1% |
| 6M | -1.7% | +18.3% | -20.0% | -8.5% |
| YTD | -0.2% | +45.8% | -46.1% | -12.9% |
| 1Y | +5.7% | +39.2% | -33.5% | -7.1% |
| 3Y | +100.3% | +86.3% | +14.0% | +57.6% |
| 5Y | +118.5% | +76.2% | +42.3% | +71.6% |
| 10Y | +309.7% | +306.8% | +3.0% | +147.8% |
| All | +426.0% | +226.4% | +199.6% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling