+102.2%
HIG vs TRU
-1.3%
+103.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.5% | -2.7% | +1.3% | -1.1% |
| 30D | -0.4% | -2.0% | +1.7% | -0.1% |
| 3M | +6.7% | +18.4% | -11.8% | +4.3% |
| 6M | +2.0% | +8.9% | -6.9% | +0.5% |
| YTD | +0.3% | -8.9% | +9.2% | +0.7% |
| 1Y | +4.2% | -15.9% | +20.1% | +5.4% |
| 3Y | +102.2% | -1.1% | +103.3% | +117.3% |
| All | +102.2% | -1.3% | +103.5% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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