+947.8%
HIG vs IFF
+250.3%
+697.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.5% | -3.2% | +1.7% | +0.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +6.7% | +8.4% | -1.8% | +0.8% |
| 6M | +2.0% | +23.0% | -21.1% | -12.6% |
| YTD | +0.3% | +25.5% | -25.2% | -15.7% |
| 1Y | +4.2% | +29.1% | -24.9% | -14.6% |
| 3Y | +102.2% | +31.7% | +70.6% | +54.2% |
| 5Y | +118.5% | -35.2% | +153.7% | +138.9% |
| 10Y | +311.1% | -20.7% | +331.9% | +247.8% |
| All | +947.8% | +250.3% | +697.5% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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