+102.9%
HIG vs GAP
+103.6%
-0.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -2.3% | -6.3% | +4.0% | -1.9% |
| 30D | -1.2% | -0.2% | -1.0% | -1.3% |
| 3M | +6.3% | 0.0% | +6.3% | +6.1% |
| 6M | +0.6% | -8.1% | +8.7% | +0.8% |
| YTD | +0.6% | -16.5% | +17.1% | +1.3% |
| 1Y | +6.1% | -10.5% | +16.6% | +6.3% |
| All | +102.9% | +103.6% | -0.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling