+942.5%
HIG vs RRC
+734.3%
+208.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -4.9% | +9.4% | -14.3% | -6.4% |
| 3M | +6.8% | +7.4% | -0.6% | +5.4% |
| 6M | -1.7% | +1.5% | -3.2% | -2.3% |
| YTD | -0.2% | +19.4% | -19.6% | -3.8% |
| 1Y | +5.7% | +24.2% | -18.5% | +0.9% |
| 3Y | +100.3% | +32.8% | +67.5% | +85.7% |
| 5Y | +118.5% | +152.9% | -34.4% | +73.8% |
| 10Y | +309.7% | +3.9% | +305.9% | +224.2% |
| All | +942.5% | +734.3% | +208.2% | +577.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RRC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling