+174.0%
SITM vs HIG
+118.8%
+55.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +4.8% | -2.3% | +7.1% | +6.0% |
| 30D | -9.7% | -1.2% | -8.5% | -9.4% |
| 3M | -9.3% | +6.3% | -15.6% | -13.6% |
| 6M | +69.5% | +0.6% | +68.9% | +65.4% |
| YTD | +70.5% | +0.6% | +69.9% | +66.2% |
| 1Y | +145.3% | +6.1% | +139.1% | +129.3% |
| 3Y | +432.8% | +102.0% | +330.8% | +184.5% |
| 5Y | +174.0% | +119.2% | +54.8% | +33.2% |
| All | +174.0% | +118.8% | +55.3% | +33.2% |
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