+119.2%
HIG vs EXR
-11.2%
+130.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | -1.2% | -6.9% | +5.7% | +0.4% |
| 3M | +6.3% | -7.8% | +14.1% | +8.3% |
| 6M | +0.6% | -4.9% | +5.5% | +1.6% |
| YTD | +0.6% | +7.2% | -6.5% | -1.3% |
| 1Y | +6.1% | -1.5% | +7.6% | +6.0% |
| 3Y | +102.0% | +22.3% | +79.7% | +89.9% |
| 5Y | +119.2% | -10.9% | +130.1% | +125.7% |
| All | +119.2% | -11.2% | +130.4% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling