+8.8%
HIG vs SARO
-6.5%
+15.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +3.8% | +6.3% | -2.5% | +3.5% |
| 30D | +8.1% | +20.8% | -12.7% | +7.3% |
| 3M | -4.1% | -18.4% | +14.3% | -4.1% |
| 6M | +3.1% | +0.8% | +2.3% | +2.3% |
| YTD | +0.8% | -11.8% | +12.6% | -0.3% |
| 1Y | +8.8% | -7.3% | +16.1% | +8.1% |
| All | +8.8% | -6.5% | +15.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling