+301.7%
HIG vs EXR
+151.8%
+149.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | -0.4% | -6.2% | +5.9% | +1.5% |
| 3M | +6.7% | -7.4% | +14.1% | +9.0% |
| 6M | +2.0% | -0.5% | +2.5% | +1.9% |
| YTD | +0.3% | +8.1% | -7.8% | -2.4% |
| 1Y | +4.2% | -2.9% | +7.1% | +4.4% |
| 3Y | +102.2% | +22.9% | +79.3% | +85.2% |
| 5Y | +118.5% | -10.2% | +128.7% | +116.1% |
| All | +301.7% | +151.8% | +149.9% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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