-71.0%
SMR vs HIG
+5.8%
-76.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | +4.7% | -2.3% | +7.0% | +2.8% |
| 30D | +3.2% | -1.2% | +4.4% | +2.7% |
| 3M | +9.9% | +6.3% | +3.6% | +16.8% |
| 6M | -15.1% | +0.6% | -15.7% | -12.9% |
| YTD | -27.9% | +0.6% | -28.6% | -25.0% |
| All | -71.0% | +5.8% | -76.8% | -67.3% |
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