+942.5%
HIG vs RVTY
+1,609.0%
-666.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -4.9% | +10.8% | -15.7% | -8.2% |
| 3M | +6.8% | +26.8% | -20.0% | -1.7% |
| 6M | -1.7% | +39.3% | -41.0% | -13.1% |
| YTD | -0.2% | +31.6% | -31.8% | -10.8% |
| 1Y | +5.7% | +47.7% | -42.0% | -9.6% |
| 3Y | +100.3% | +19.9% | +80.4% | +75.5% |
| 5Y | +118.5% | -32.3% | +150.8% | +125.8% |
| 10Y | +309.7% | +138.4% | +171.3% | +158.8% |
| All | +942.5% | +1,609.0% | -666.5% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling