+102.5%
HIG vs SFM
+83.0%
+19.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.0% |
| 7D | -0.5% | -7.2% | +6.7% | +0.1% |
| 30D | -2.8% | -14.3% | +11.5% | -1.7% |
| 3M | +6.3% | -13.7% | +20.1% | +7.4% |
| 6M | -0.1% | -6.0% | +5.9% | 0.0% |
| YTD | +0.4% | -8.2% | +8.7% | +0.7% |
| 1Y | +6.2% | -46.2% | +52.5% | +13.2% |
| All | +102.5% | +83.0% | +19.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling