+9.9%
HIG vs SM
+70.4%
-60.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +1.9% |
| 7D | +6.2% | -21.5% | +27.7% | +5.5% |
| 30D | +9.4% | -11.4% | +20.8% | +9.0% |
| 3M | -2.3% | +0.6% | -3.0% | -2.3% |
| 6M | +4.2% | +0.2% | +3.9% | +4.0% |
| YTD | +1.6% | +69.7% | -68.1% | +2.4% |
| 1Y | +9.9% | +71.6% | -61.7% | +10.4% |
| All | +9.9% | +70.4% | -60.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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