+301.7%
HIG vs SPY
+322.5%
-20.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -1.5% | -0.8% | -0.7% | -0.8% |
| 30D | -0.4% | -1.1% | +0.7% | +0.5% |
| 3M | +6.7% | +3.9% | +2.8% | +2.8% |
| 6M | +2.0% | +13.6% | -11.6% | -9.5% |
| YTD | +0.3% | +12.7% | -12.4% | -10.5% |
| 1Y | +4.2% | +17.5% | -13.3% | -10.8% |
| 3Y | +102.2% | +76.9% | +25.3% | +16.1% |
| 5Y | +118.5% | +83.6% | +34.9% | +19.0% |
| All | +301.7% | +322.5% | -20.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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