+1,285.4%
MET vs HIG
+387.2%
+898.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +4.5% | +2.6% | +1.9% | +3.2% |
| 30D | +3.5% | +4.2% | -0.6% | +1.5% |
| 3M | +5.9% | +0.2% | +5.7% | +5.7% |
| 6M | +33.1% | +4.6% | +28.5% | +29.9% |
| YTD | +33.6% | +1.1% | +32.5% | +32.4% |
| 1Y | +32.7% | +4.7% | +28.0% | +29.3% |
| 3Y | +85.0% | +95.5% | -10.4% | +34.1% |
| 5Y | +85.6% | +111.7% | -26.1% | +30.2% |
| 10Y | +198.8% | +263.4% | -64.6% | +58.7% |
| All | +1,285.4% | +387.2% | +898.3% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling