+947.8%
HIG vs MDY
+2,273.6%
-1,325.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.2% |
| 7D | -1.5% | -1.9% | +0.4% | +0.6% |
| 30D | -0.4% | -4.6% | +4.3% | +5.0% |
| 3M | +6.7% | -1.2% | +7.9% | +7.5% |
| 6M | +2.0% | +9.2% | -7.2% | -9.1% |
| YTD | +0.3% | +13.1% | -12.8% | -14.4% |
| 1Y | +4.2% | +13.0% | -8.8% | -11.6% |
| 3Y | +102.2% | +49.2% | +53.0% | +18.9% |
| 5Y | +118.5% | +47.2% | +71.3% | +25.4% |
| 10Y | +311.1% | +176.0% | +135.2% | +7.0% |
| All | +947.8% | +2,273.6% | -1,325.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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