+262.6%
HIG vs FIVE
+535.9%
-273.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +5.4% | +17.4% | -12.0% | +2.2% |
| 3M | -0.9% | +7.0% | -8.0% | -2.5% |
| 6M | +4.8% | +20.5% | -15.7% | +0.3% |
| YTD | +0.9% | +33.1% | -32.2% | -5.9% |
| 1Y | +6.5% | +67.1% | -60.6% | -5.2% |
| 3Y | +95.7% | +41.9% | +53.8% | +72.0% |
| 5Y | +107.1% | +21.1% | +86.0% | +82.2% |
| 10Y | +262.6% | +518.8% | -256.2% | +124.5% |
| All | +262.6% | +535.9% | -273.3% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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