+102.2%
HIG vs USFR
+14.1%
+88.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -0.4% | +0.4% | -0.7% | -1.3% |
| 3M | +6.7% | +1.0% | +5.6% | +3.5% |
| 6M | +2.0% | +2.0% | 0.0% | -3.4% |
| YTD | +0.3% | +2.8% | -2.5% | -7.2% |
| 1Y | +4.2% | +4.1% | +0.1% | -7.5% |
| 3Y | +102.2% | +14.1% | +88.1% | +53.3% |
| All | +102.2% | +14.1% | +88.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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