+963.3%
HIG vs RRC
+736.5%
+226.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -3.2% | +10.1% | -13.3% | -4.8% |
| 3M | +9.1% | +4.0% | +5.1% | +8.2% |
| 6M | -1.8% | +1.6% | -3.4% | -2.5% |
| YTD | +1.8% | +19.7% | -17.9% | -1.9% |
| 1Y | +4.6% | +21.4% | -16.8% | +0.2% |
| 3Y | +101.6% | +29.7% | +72.0% | +87.7% |
| 5Y | +124.5% | +153.9% | -29.4% | +78.4% |
| 10Y | +317.8% | +10.8% | +307.0% | +226.6% |
| All | +963.3% | +736.5% | +226.8% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling