+301.7%
HIG vs Z
-2.5%
+304.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -1.5% | -6.0% | +4.6% | -0.8% |
| 30D | -0.4% | -2.3% | +1.9% | -0.2% |
| 3M | +6.7% | -0.6% | +7.3% | +6.3% |
| 6M | +2.0% | -27.6% | +29.6% | +5.1% |
| YTD | +0.3% | -52.4% | +52.6% | +8.0% |
| 1Y | +4.2% | -63.6% | +67.8% | +15.5% |
| 3Y | +102.2% | -36.4% | +138.6% | +104.4% |
| 5Y | +118.5% | -64.6% | +183.1% | +128.3% |
| All | +301.7% | -2.5% | +304.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling