+301.7%
HIG vs EXEL
+375.2%
-73.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.9% |
| 30D | -0.4% | +11.4% | -11.7% | -1.7% |
| 3M | +6.7% | +4.9% | +1.8% | +5.9% |
| 6M | +2.0% | +34.4% | -32.5% | -1.9% |
| YTD | +0.3% | +28.0% | -27.8% | -3.2% |
| 1Y | +4.2% | +43.6% | -39.4% | -1.1% |
| 3Y | +102.2% | +155.2% | -53.0% | +75.1% |
| 5Y | +118.5% | +181.2% | -62.7% | +84.4% |
| All | +301.7% | +375.2% | -73.5% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling