+2,327.9%
NDAQ vs HIG
+297.2%
+2,030.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -2.4% | +0.3% | -2.8% | -2.5% |
| 30D | +2.5% | -3.2% | +5.7% | +3.3% |
| 3M | +9.9% | +9.1% | +0.8% | +7.4% |
| 6M | +9.4% | -1.8% | +11.2% | +9.7% |
| YTD | +0.4% | +1.8% | -1.3% | -0.3% |
| 1Y | +4.0% | +4.6% | -0.5% | +2.4% |
| 3Y | +94.4% | +101.6% | -7.3% | +61.9% |
| 5Y | +56.7% | +124.5% | -67.8% | +26.3% |
| 10Y | +375.3% | +317.8% | +57.5% | +214.6% |
| All | +2,327.9% | +297.2% | +2,030.7% | +1,344.7% |
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