+119.2%
HIG vs SM
+108.0%
+11.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -2.3% | +2.1% | -4.4% | -2.5% |
| 30D | -1.2% | +18.1% | -19.3% | -3.0% |
| 3M | +6.3% | +17.0% | -10.7% | +4.2% |
| 6M | +0.6% | +55.4% | -54.8% | -5.2% |
| YTD | +0.6% | +108.6% | -107.9% | -8.8% |
| 1Y | +6.1% | +45.7% | -39.6% | +0.3% |
| 3Y | +102.0% | -0.3% | +102.3% | +94.8% |
| 5Y | +119.2% | +113.0% | +6.2% | +86.1% |
| All | +119.2% | +108.0% | +11.2% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling