+852.7%
HIG vs INDA
+109.8%
+742.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.9% |
| 30D | -2.8% | -2.9% | +0.1% | -1.4% |
| 3M | +6.3% | +2.4% | +4.0% | +4.9% |
| 6M | -0.1% | -2.6% | +2.5% | +0.8% |
| YTD | +0.4% | -10.0% | +10.4% | +5.4% |
| 1Y | +6.2% | -7.7% | +13.9% | +9.9% |
| 3Y | +101.6% | +8.9% | +92.7% | +89.7% |
| 5Y | +119.8% | +6.0% | +113.9% | +108.9% |
| 10Y | +311.7% | +84.4% | +227.3% | +182.7% |
| All | +852.7% | +109.8% | +742.9% | +527.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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