+102.9%
HIG vs SM
-0.7%
+103.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -2.3% | +2.1% | -4.4% | -2.4% |
| 30D | -1.2% | +18.1% | -19.3% | -2.3% |
| 3M | +6.3% | +17.0% | -10.7% | +5.0% |
| 6M | +0.6% | +55.4% | -54.8% | -3.3% |
| YTD | +0.6% | +108.6% | -107.9% | -6.1% |
| 1Y | +6.1% | +45.7% | -39.6% | +2.5% |
| All | +102.9% | -0.7% | +103.6% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling