+2,835.5%
HIG vs SPXS
-100.0%
+2,935.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +1.1% |
| 7D | -2.3% | +6.4% | -8.7% | +0.9% |
| 30D | -1.2% | +6.0% | -7.2% | +1.8% |
| 3M | +6.3% | -11.6% | +17.9% | -0.1% |
| 6M | +0.6% | -28.7% | +29.3% | -14.7% |
| YTD | +0.6% | -26.3% | +26.9% | -12.9% |
| 1Y | +6.1% | -34.9% | +41.0% | -13.6% |
| 3Y | +102.0% | -79.5% | +181.4% | -1.7% |
| 5Y | +119.2% | -85.9% | +205.1% | +3.7% |
| 10Y | +312.5% | -99.5% | +412.0% | -65.9% |
| All | +2,835.5% | -100.0% | +2,935.5% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling