+405.7%
HIG vs EXEL
+264.7%
+141.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -1.1% | +1.4% | -2.4% | -1.3% |
| 30D | -4.9% | +6.7% | -11.6% | -6.0% |
| 3M | +6.8% | +11.5% | -4.7% | +4.6% |
| 6M | -1.7% | +38.8% | -40.5% | -7.6% |
| YTD | -0.2% | +31.6% | -31.8% | -5.6% |
| 1Y | +5.7% | +53.0% | -47.3% | -3.0% |
| 3Y | +100.3% | +160.8% | -60.5% | +63.3% |
| 5Y | +118.5% | +190.1% | -71.6% | +71.8% |
| 10Y | +309.7% | +367.0% | -57.2% | +165.2% |
| All | +405.7% | +264.7% | +141.0% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling