+568.6%
SE vs HIG
+191.7%
+376.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.3% |
| 7D | -3.6% | -0.5% | -3.2% | -3.5% |
| 30D | -5.3% | -2.8% | -2.5% | -4.6% |
| 3M | +28.1% | +6.3% | +21.7% | +25.4% |
| 6M | +20.7% | -0.1% | +20.8% | +20.1% |
| YTD | -14.8% | +0.4% | -15.2% | -15.4% |
| 1Y | -43.6% | +6.2% | -49.8% | -45.1% |
| 3Y | +184.2% | +101.6% | +82.6% | +128.0% |
| 5Y | -66.3% | +119.8% | -186.1% | -73.5% |
| All | +568.6% | +191.7% | +376.9% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling