+303.0%
HIG vs M
-10.0%
+313.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +1.0% |
| 7D | -2.3% | -8.8% | +6.5% | -0.7% |
| 30D | -1.2% | -16.4% | +15.2% | +2.0% |
| 3M | +6.3% | -10.8% | +17.1% | +8.0% |
| 6M | +0.6% | +16.1% | -15.5% | -3.1% |
| YTD | +0.6% | -5.3% | +5.9% | +0.4% |
| 1Y | +6.1% | +24.9% | -18.8% | -0.1% |
| 3Y | +102.0% | +97.5% | +4.4% | +63.5% |
| 5Y | +119.2% | +20.4% | +98.8% | +84.0% |
| All | +303.0% | -10.0% | +313.0% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling