+301.7%
HIG vs NYT
+489.9%
-188.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -0.4% | +4.6% | -4.9% | -1.4% |
| 3M | +6.7% | -9.6% | +16.2% | +8.6% |
| 6M | +2.0% | -14.0% | +16.0% | +4.8% |
| YTD | +0.3% | -2.8% | +3.1% | -0.1% |
| 1Y | +4.2% | +15.6% | -11.4% | -0.7% |
| 3Y | +102.2% | +56.3% | +45.9% | +76.1% |
| 5Y | +118.5% | +39.5% | +79.0% | +90.9% |
| All | +301.7% | +489.9% | -188.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling