+114.2%
HIG vs IAG
+820.9%
-706.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -0.4% | +12.1% | -12.5% | -0.7% |
| 3M | +6.7% | +25.5% | -18.9% | +6.0% |
| 6M | +2.0% | -7.1% | +9.1% | +2.0% |
| YTD | +0.3% | +22.9% | -22.6% | -0.8% |
| 1Y | +4.2% | +83.3% | -79.2% | +1.2% |
| 3Y | +102.2% | +808.5% | -706.3% | +83.7% |
| All | +114.2% | +820.9% | -706.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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