+311.7%
HIG vs FIVE
+486.0%
-174.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.2% |
| 7D | -0.5% | +1.7% | -2.1% | -0.8% |
| 30D | -2.8% | +5.0% | -7.8% | -3.9% |
| 3M | +6.3% | +29.5% | -23.1% | +0.9% |
| 6M | -0.1% | +12.4% | -12.5% | -3.4% |
| YTD | +0.4% | +31.2% | -30.8% | -5.9% |
| 1Y | +6.2% | +72.9% | -66.6% | -6.3% |
| 3Y | +101.6% | +53.0% | +48.6% | +73.4% |
| 5Y | +119.8% | +34.2% | +85.7% | +87.0% |
| 10Y | +311.7% | +497.6% | -185.9% | +147.1% |
| All | +311.7% | +486.0% | -174.3% | +147.1% |
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