+102.2%
HIG vs WY
-24.8%
+127.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | -4.2% | +2.7% | -0.4% |
| 30D | -0.4% | -10.1% | +9.7% | +2.2% |
| 3M | +6.7% | -8.5% | +15.2% | +8.7% |
| 6M | +2.0% | -3.3% | +5.3% | +2.2% |
| YTD | +0.3% | -4.4% | +4.7% | +0.6% |
| 1Y | +4.2% | -11.5% | +15.7% | +6.8% |
| 3Y | +102.2% | -24.3% | +126.5% | +116.2% |
| All | +102.2% | -24.8% | +127.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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