+95.5%
HIG vs EXR
+53.5%
+41.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +4.2% | +18.2% | -14.0% | +0.2% |
| 3M | +0.2% | +7.3% | -7.1% | -1.5% |
| 6M | +4.6% | +13.8% | -9.2% | +1.4% |
| YTD | +1.1% | +25.9% | -24.8% | -4.3% |
| 1Y | +4.7% | +25.8% | -21.1% | -0.9% |
| 3Y | +95.5% | +53.7% | +41.7% | +87.2% |
| All | +95.5% | +53.5% | +41.9% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling