-48.8%
SE vs HIG
+12.7%
-61.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +4.8% |
| 7D | +6.7% | +6.2% | +0.5% | +7.7% |
| 30D | -17.2% | +9.4% | -26.6% | -16.1% |
| 3M | -28.0% | -2.3% | -25.7% | -28.1% |
| 6M | -6.1% | +4.2% | -10.3% | -5.6% |
| YTD | -37.1% | +1.6% | -38.7% | -37.0% |
| 1Y | -48.8% | +9.9% | -58.6% | -47.2% |
| All | -48.8% | +12.7% | -61.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling