+301.7%
HIG vs SM
+23.0%
+278.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | +4.6% | -6.0% | -2.0% |
| 30D | -0.4% | +18.2% | -18.6% | -2.5% |
| 3M | +6.7% | +22.5% | -15.9% | +3.4% |
| 6M | +2.0% | +50.6% | -48.6% | -4.4% |
| YTD | +0.3% | +108.1% | -107.8% | -10.2% |
| 1Y | +4.2% | +46.0% | -41.8% | -2.7% |
| 3Y | +102.2% | +2.9% | +99.4% | +92.6% |
| 5Y | +118.5% | +112.6% | +5.9% | +81.6% |
| All | +301.7% | +23.0% | +278.8% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling