+114.2%
HIG vs TRU
-35.6%
+149.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.5% | -2.7% | +1.3% | -1.0% |
| 30D | -0.4% | -2.0% | +1.7% | -0.1% |
| 3M | +6.7% | +18.4% | -11.8% | +3.3% |
| 6M | +2.0% | +8.9% | -6.9% | -0.1% |
| YTD | +0.3% | -8.9% | +9.2% | +0.9% |
| 1Y | +4.2% | -15.9% | +20.1% | +6.1% |
| 3Y | +102.2% | -1.1% | +103.3% | +98.0% |
| All | +114.2% | -35.6% | +149.8% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling