+275.4%
HIG vs EXR
+2,662.2%
-2,386.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.3% |
| 7D | +0.3% | -2.6% | +2.9% | +2.1% |
| 30D | -3.2% | -7.2% | +4.0% | +1.9% |
| 3M | +9.1% | -3.5% | +12.6% | +11.6% |
| 6M | -1.8% | -5.3% | +3.5% | +1.1% |
| YTD | +1.8% | +9.4% | -7.6% | -5.9% |
| 1Y | +4.6% | +1.3% | +3.2% | +1.2% |
| 3Y | +101.6% | +22.4% | +79.2% | +57.5% |
| 5Y | +124.5% | -12.2% | +136.7% | +106.3% |
| 10Y | +317.8% | +148.6% | +169.2% | +41.2% |
| All | +275.4% | +2,662.2% | -2,386.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling