+114.2%
HIG vs SPXS
-86.0%
+200.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.8% |
| 7D | -1.5% | +2.5% | -3.9% | -1.0% |
| 30D | -0.4% | +4.2% | -4.6% | +0.5% |
| 3M | +6.7% | -9.3% | +16.0% | +4.8% |
| 6M | +2.0% | -30.7% | +32.7% | -4.9% |
| YTD | +0.3% | -28.1% | +28.3% | -5.6% |
| 1Y | +4.2% | -35.1% | +39.3% | -3.8% |
| 3Y | +102.2% | -79.6% | +181.8% | +51.4% |
| All | +114.2% | -86.0% | +200.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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