+118.5%
HIG vs FIVE
+38.7%
+79.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -1.1% | +3.7% | -4.7% | -1.4% |
| 30D | -4.9% | +4.0% | -8.9% | -5.3% |
| 3M | +6.8% | +36.2% | -29.4% | +3.6% |
| 6M | -1.7% | +18.0% | -19.7% | -3.7% |
| YTD | -0.2% | +34.9% | -35.1% | -3.6% |
| 1Y | +5.7% | +67.9% | -62.2% | -0.4% |
| 3Y | +100.3% | +57.3% | +43.0% | +87.3% |
| 5Y | +118.5% | +39.5% | +79.0% | +102.1% |
| All | +118.5% | +38.7% | +79.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling