-44.2%
SE vs HIG
+7.0%
-51.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -4.8% | -2.3% | -2.5% | -4.9% |
| 30D | -18.1% | -1.2% | -16.9% | -18.1% |
| 3M | +30.6% | +6.3% | +24.3% | +30.5% |
| 6M | +20.8% | +0.6% | +20.2% | +20.3% |
| YTD | -15.6% | +0.6% | -16.2% | -15.6% |
| 1Y | -44.2% | +6.1% | -50.3% | -43.6% |
| All | -44.2% | +7.0% | -51.2% | -43.6% |
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