+301.7%
HIG vs SNY
+64.5%
+237.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.5% | -3.3% | +1.9% | -0.5% |
| 30D | -0.4% | -2.2% | +1.8% | +0.2% |
| 3M | +6.7% | -3.0% | +9.7% | +7.5% |
| 6M | +2.0% | +2.7% | -0.8% | +0.9% |
| YTD | +0.3% | -6.8% | +7.1% | +1.9% |
| 1Y | +4.2% | -5.3% | +9.5% | +5.0% |
| 3Y | +102.2% | -9.8% | +112.0% | +101.9% |
| 5Y | +118.5% | +9.7% | +108.8% | +98.1% |
| All | +301.7% | +64.5% | +237.2% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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