+942.5%
HIG vs GAP
+502.7%
+439.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | -4.9% | +9.3% | -14.2% | -7.5% |
| 3M | +6.8% | +6.1% | +0.7% | +4.3% |
| 6M | -1.7% | -2.3% | +0.6% | -2.8% |
| YTD | -0.2% | -10.6% | +10.4% | +0.4% |
| 1Y | +5.7% | -4.4% | +10.1% | +3.5% |
| 3Y | +100.3% | +118.3% | -18.0% | +37.1% |
| 5Y | +118.5% | +12.2% | +106.3% | +67.5% |
| 10Y | +309.7% | +33.7% | +276.0% | +142.4% |
| All | +942.5% | +502.7% | +439.8% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling