+114.2%
HIG vs POET
-6.5%
+120.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.3% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -0.4% | -10.4% | +10.0% | -0.3% |
| 3M | +6.7% | -29.3% | +36.0% | +6.8% |
| 6M | +2.0% | +6.9% | -4.9% | +1.0% |
| YTD | +0.3% | +25.6% | -25.3% | -1.0% |
| 1Y | +4.2% | +49.2% | -45.0% | +2.3% |
| 3Y | +102.2% | +128.4% | -26.2% | +97.5% |
| All | +114.2% | -6.5% | +120.7% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling