+102.2%
HIG vs WU
-28.7%
+131.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.5% | -3.5% | +2.0% | -0.9% |
| 30D | -0.4% | -2.9% | +2.6% | +0.1% |
| 3M | +6.7% | -2.3% | +8.9% | +6.5% |
| 6M | +2.0% | -25.4% | +27.3% | +6.6% |
| YTD | +0.3% | -21.2% | +21.5% | +3.8% |
| 1Y | +4.2% | -8.9% | +13.1% | +4.4% |
| 3Y | +102.2% | -29.0% | +131.2% | +109.4% |
| All | +102.2% | -28.7% | +131.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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