+331.0%
HIG vs IAG
+378.9%
-47.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.5% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -2.8% | +11.4% | -14.3% | -3.7% |
| 3M | +6.3% | +33.0% | -26.7% | +3.8% |
| 6M | -0.1% | -6.0% | +5.9% | -0.4% |
| YTD | +0.4% | +24.6% | -24.1% | -2.5% |
| 1Y | +6.2% | +105.0% | -98.7% | -1.2% |
| 3Y | +101.6% | +837.9% | -736.3% | +62.5% |
| 5Y | +119.8% | +817.0% | -697.1% | +71.6% |
| 10Y | +311.7% | +425.3% | -113.6% | +212.2% |
| All | +331.0% | +378.9% | -47.9% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling