+4,507.3%
SITM vs HIG
+154.6%
+4,352.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.3% |
| 7D | +8.4% | -1.1% | +9.4% | +8.8% |
| 30D | -17.4% | -4.9% | -12.5% | -15.8% |
| 3M | -9.8% | +6.8% | -16.6% | -13.3% |
| 6M | +83.0% | -1.7% | +84.7% | +81.1% |
| YTD | +69.6% | -0.2% | +69.8% | +66.7% |
| 1Y | +144.9% | +5.7% | +139.2% | +133.3% |
| 3Y | +429.9% | +100.3% | +329.6% | +267.1% |
| 5Y | +169.2% | +118.5% | +50.7% | +81.0% |
| All | +4,507.3% | +154.6% | +4,352.7% | +3,430.4% |
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