+997.5%
HIG vs FIVE
+868.1%
+129.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.1% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | -3.2% | +12.5% | -15.7% | -5.4% |
| 3M | +9.1% | +31.2% | -22.1% | +3.7% |
| 6M | -1.8% | +14.4% | -16.1% | -5.1% |
| YTD | +1.8% | +33.9% | -32.1% | -4.6% |
| 1Y | +4.6% | +65.1% | -60.5% | -6.1% |
| 3Y | +101.6% | +49.0% | +52.7% | +76.0% |
| 5Y | +124.5% | +30.3% | +94.2% | +94.5% |
| 10Y | +317.8% | +481.1% | -163.3% | +159.9% |
| All | +997.5% | +868.1% | +129.3% | +536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling