+445.6%
SITM vs HIG
+101.8%
+343.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +4.8% | -2.3% | +7.1% | +4.9% |
| 30D | -9.7% | -1.2% | -8.5% | -9.7% |
| 3M | -9.3% | +6.3% | -15.6% | -10.4% |
| 6M | +69.5% | +0.6% | +68.9% | +69.3% |
| YTD | +70.5% | +0.6% | +69.9% | +70.5% |
| 1Y | +145.3% | +6.1% | +139.1% | +141.0% |
| All | +445.6% | +101.8% | +343.9% | +390.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling