+442.5%
HIG vs USFR
+27.6%
+414.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | +6.3% | +1.0% | +5.3% | +5.6% |
| 6M | +0.6% | +1.9% | -1.3% | -0.8% |
| YTD | +0.6% | +2.7% | -2.1% | -1.3% |
| 1Y | +6.1% | +4.0% | +2.1% | +3.2% |
| 3Y | +102.0% | +14.1% | +87.9% | +84.4% |
| 5Y | +119.2% | +20.5% | +98.7% | +92.9% |
| 10Y | +312.5% | +28.0% | +284.4% | +250.3% |
| All | +442.5% | +27.6% | +414.9% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling