+102.2%
HIG vs MTB
+114.2%
-12.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.5% | 0.0% | -1.4% | -1.4% |
| 30D | -0.4% | -4.8% | +4.5% | +1.3% |
| 3M | +6.7% | +6.0% | +0.7% | +4.3% |
| 6M | +2.0% | +19.6% | -17.7% | -4.4% |
| YTD | +0.3% | +21.5% | -21.2% | -6.6% |
| 1Y | +4.2% | +24.7% | -20.5% | -4.0% |
| 3Y | +102.2% | +108.6% | -6.3% | +61.7% |
| All | +102.2% | +114.2% | -12.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling