+102.5%
HIG vs RVTY
+16.6%
+85.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | -0.5% | -5.4% | +4.9% | -0.1% |
| 30D | -2.8% | +6.7% | -9.6% | -3.4% |
| 3M | +6.3% | +19.0% | -12.7% | +4.8% |
| 6M | -0.1% | +34.6% | -34.8% | -2.9% |
| YTD | +0.4% | +28.3% | -27.8% | -2.3% |
| 1Y | +6.2% | +46.0% | -39.8% | +1.7% |
| All | +102.5% | +16.6% | +85.9% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling