+301.7%
HIG vs SFM
+271.4%
+30.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.5% | -10.6% | +9.2% | -0.5% |
| 30D | -0.4% | -15.5% | +15.1% | +1.1% |
| 3M | +6.7% | -17.4% | +24.1% | +8.3% |
| 6M | +2.0% | -3.4% | +5.4% | +1.7% |
| YTD | +0.3% | -8.7% | +9.0% | +0.5% |
| 1Y | +4.2% | -47.2% | +51.4% | +9.7% |
| 3Y | +102.2% | +82.7% | +19.5% | +87.6% |
| 5Y | +118.5% | +214.3% | -95.8% | +90.8% |
| All | +301.7% | +271.4% | +30.3% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling