+963.3%
HIG vs M
+220.8%
+742.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -2.0% |
| 7D | +0.3% | +4.7% | -4.4% | -1.3% |
| 30D | -3.2% | -9.6% | +6.4% | 0.0% |
| 3M | +9.1% | +0.9% | +8.3% | +7.7% |
| 6M | -1.8% | +22.3% | -24.1% | -9.9% |
| YTD | +1.8% | +6.5% | -4.8% | -2.8% |
| 1Y | +4.6% | +38.8% | -34.2% | -9.7% |
| 3Y | +101.6% | +115.9% | -14.3% | +33.1% |
| 5Y | +124.5% | +28.6% | +95.9% | +55.6% |
| 10Y | +317.8% | -2.5% | +320.3% | +133.4% |
| All | +963.3% | +220.8% | +742.5% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling