+102.9%
HIG vs Z
-39.0%
+141.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | -2.3% | -11.6% | +9.3% | -1.6% |
| 30D | -1.2% | -8.5% | +7.3% | -0.7% |
| 3M | +6.3% | -7.9% | +14.2% | +6.6% |
| 6M | +0.6% | -29.1% | +29.7% | +2.3% |
| YTD | +0.6% | -54.2% | +54.8% | +5.1% |
| 1Y | +6.1% | -63.5% | +69.6% | +12.5% |
| All | +102.9% | -39.0% | +141.8% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling