+942.5%
HIG vs SPY
+1,995.0%
-1,052.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.7% |
| 30D | -4.9% | -0.9% | -4.0% | -3.8% |
| 3M | +6.8% | +3.9% | +2.9% | +0.9% |
| 6M | -1.7% | +14.5% | -16.2% | -18.5% |
| YTD | -0.2% | +12.9% | -13.1% | -16.1% |
| 1Y | +5.7% | +19.4% | -13.7% | -17.7% |
| 3Y | +100.3% | +78.5% | +21.8% | -11.3% |
| 5Y | +118.5% | +81.8% | +36.7% | -9.3% |
| 10Y | +309.7% | +311.5% | -1.8% | -46.7% |
| All | +942.5% | +1,995.0% | -1,052.5% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling