+254.8%
HIG vs MKTX
+1,442.6%
-1,187.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -0.4% | +0.7% | -1.1% | -0.6% |
| 3M | +6.7% | +40.8% | -34.1% | -6.2% |
| 6M | +2.0% | -8.0% | +10.0% | +2.5% |
| YTD | +0.3% | -8.7% | +9.0% | +0.7% |
| 1Y | +4.2% | -11.8% | +16.0% | +5.5% |
| 3Y | +102.2% | -24.0% | +126.3% | +105.7% |
| 5Y | +118.5% | -60.3% | +178.8% | +165.2% |
| 10Y | +311.1% | +5.0% | +306.2% | +214.0% |
| All | +254.8% | +1,442.6% | -1,187.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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