+119.2%
HIG vs SPY
+79.8%
+39.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.3% | -2.0% | -0.3% | -1.1% |
| 30D | -1.2% | -1.7% | +0.4% | -0.3% |
| 3M | +6.3% | +4.7% | +1.6% | +3.1% |
| 6M | +0.6% | +12.5% | -11.9% | -7.0% |
| YTD | +0.6% | +11.7% | -11.1% | -6.7% |
| 1Y | +6.1% | +17.5% | -11.4% | -5.0% |
| 3Y | +102.0% | +76.6% | +25.4% | +34.3% |
| 5Y | +119.2% | +82.0% | +37.2% | +39.4% |
| All | +119.2% | +79.8% | +39.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling