+85.7%
MET vs HIG
+110.6%
-24.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.4% |
| 7D | +4.5% | +2.6% | +1.9% | +2.4% |
| 30D | +3.5% | +4.2% | -0.6% | +0.3% |
| 3M | +5.9% | +0.2% | +5.7% | +5.6% |
| 6M | +33.1% | +4.6% | +28.5% | +27.7% |
| YTD | +33.6% | +1.1% | +32.5% | +31.2% |
| 1Y | +32.7% | +4.7% | +28.0% | +26.6% |
| 3Y | +85.0% | +95.5% | -10.4% | +5.4% |
| All | +85.7% | +110.6% | -24.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling