+119.8%
HIG vs M
+22.2%
+97.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.2% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | -2.8% | -13.6% | +10.8% | -1.1% |
| 3M | +6.3% | -2.3% | +8.6% | +6.3% |
| 6M | -0.1% | +21.9% | -22.0% | -3.2% |
| YTD | +0.4% | -0.6% | +1.0% | -0.3% |
| 1Y | +6.2% | +29.7% | -23.5% | +1.6% |
| 3Y | +101.6% | +107.3% | -5.7% | +71.6% |
| 5Y | +119.8% | +20.5% | +99.4% | +99.4% |
| All | +119.8% | +22.2% | +97.6% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling