-53.7%
SMR vs HIG
+118.5%
-172.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -8.3% | +2.6% | -10.9% | -9.0% |
| 30D | -20.1% | +4.2% | -24.3% | -21.3% |
| 3M | -52.7% | +0.2% | -52.9% | -53.0% |
| 6M | -61.0% | +4.6% | -65.6% | -62.4% |
| YTD | -67.1% | +1.1% | -68.2% | -67.9% |
| 1Y | -79.9% | +4.7% | -84.6% | -80.7% |
| 3Y | +101.7% | +95.5% | +6.3% | +36.4% |
| All | -53.7% | +118.5% | -172.2% | -70.3% |
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 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