+589.4%
SE vs HIG
+195.5%
+393.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -2.5% | -3.2% | +0.8% | -1.6% |
| 3M | +21.7% | +9.1% | +12.6% | +18.2% |
| 6M | +27.0% | -1.8% | +28.8% | +27.1% |
| YTD | -12.1% | +1.8% | -13.9% | -13.1% |
| 1Y | -40.9% | +4.6% | -45.5% | -42.2% |
| 3Y | +191.0% | +101.6% | +89.4% | +133.5% |
| 5Y | -68.3% | +124.5% | -192.8% | -75.2% |
| All | +589.4% | +195.5% | +393.8% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling