+119.2%
HIG vs EXEL
+192.6%
-73.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -2.3% | -2.9% | +0.6% | -2.0% |
| 30D | -1.2% | +11.9% | -13.1% | -2.4% |
| 3M | +6.3% | +9.2% | -2.9% | +5.2% |
| 6M | +0.6% | +39.1% | -38.5% | -3.1% |
| YTD | +0.6% | +31.0% | -30.4% | -2.6% |
| 1Y | +6.1% | +52.3% | -46.2% | +0.6% |
| 3Y | +102.0% | +159.7% | -57.8% | +73.8% |
| 5Y | +119.2% | +187.7% | -68.5% | +79.5% |
| All | +119.2% | +192.6% | -73.4% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling