+145.8%
SITM vs HIG
+5.5%
+140.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.3% |
| 7D | +3.9% | -1.5% | +5.3% | +2.8% |
| 30D | -6.6% | -0.4% | -6.2% | -6.5% |
| 3M | -11.9% | +6.7% | -18.5% | -8.2% |
| 6M | +81.1% | +2.0% | +79.2% | +88.5% |
| YTD | +80.0% | +0.3% | +79.7% | +88.5% |
| 1Y | +145.8% | +4.2% | +141.6% | +167.3% |
| All | +145.8% | +5.5% | +140.3% | +167.3% |
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 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