-67.0%
SE vs HIG
+122.5%
-189.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | -0.1% | -4.9% | +4.8% | +2.4% |
| 3M | +34.1% | +6.8% | +27.3% | +28.4% |
| 6M | +23.2% | -1.7% | +24.9% | +23.1% |
| YTD | -11.2% | -0.2% | -10.9% | -12.3% |
| 1Y | -40.5% | +5.7% | -46.2% | -43.6% |
| 3Y | +196.3% | +100.3% | +96.0% | +73.7% |
| 5Y | -67.0% | +118.5% | -185.5% | -82.3% |
| All | -67.0% | +122.5% | -189.6% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling