-73.1%
SMR vs HIG
+5.1%
-78.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -1.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.6% |
| 30D | +3.4% | -3.2% | +6.6% | +1.2% |
| 3M | -19.2% | +9.1% | -28.3% | -12.6% |
| 6M | -22.6% | -1.8% | -20.9% | -23.0% |
| YTD | -31.5% | +1.8% | -33.3% | -28.2% |
| 1Y | -73.1% | +4.6% | -77.6% | -68.7% |
| All | -73.1% | +5.1% | -78.2% | -68.7% |
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