+992.9%
HIG vs FIVE
+873.2%
+119.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.1% | +7.3% | -5.2% | +0.8% |
| 30D | +6.7% | +18.1% | -11.3% | +3.6% |
| 3M | -1.9% | +7.7% | -9.7% | -3.5% |
| 6M | +5.3% | +13.6% | -8.3% | +2.1% |
| YTD | +1.3% | +34.6% | -33.2% | -5.2% |
| 1Y | +7.2% | +66.2% | -59.1% | -3.7% |
| 3Y | +96.6% | +43.5% | +53.2% | +73.0% |
| 5Y | +110.0% | +20.7% | +89.3% | +85.4% |
| 10Y | +268.4% | +541.5% | -273.1% | +125.9% |
| All | +992.9% | +873.2% | +119.8% | +532.0% |
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