+119.2%
HIG vs RL
+223.8%
-104.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -1.2% | -15.3% | +14.1% | +2.1% |
| 3M | +6.3% | -10.3% | +16.6% | +8.3% |
| 6M | +0.6% | -2.2% | +2.8% | +0.1% |
| YTD | +0.6% | -4.3% | +4.9% | +0.3% |
| 1Y | +6.1% | +8.9% | -2.8% | +2.6% |
| 3Y | +102.0% | +201.4% | -99.4% | +46.4% |
| 5Y | +119.2% | +230.6% | -111.4% | +51.1% |
| All | +119.2% | +223.8% | -104.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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