+256.5%
HIG vs Z
+17.0%
+239.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.5% | -1.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -4.9% | -3.7% | -1.2% | -4.6% |
| 3M | +6.8% | -7.0% | +13.8% | +7.3% |
| 6M | -1.7% | -29.5% | +27.8% | +1.7% |
| YTD | -0.2% | -52.6% | +52.3% | +7.7% |
| 1Y | +5.7% | -64.0% | +69.7% | +17.5% |
| 3Y | +100.3% | -36.4% | +136.7% | +102.6% |
| 5Y | +118.5% | -65.8% | +184.2% | +129.5% |
| 10Y | +309.7% | -5.8% | +315.5% | +210.8% |
| All | +256.5% | +17.0% | +239.5% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling