+1.5%
SMR vs HIG
+117.5%
-116.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.6% |
| 7D | +4.7% | -2.3% | +7.0% | +5.5% |
| 30D | +3.2% | -1.2% | +4.4% | +3.4% |
| 3M | +9.9% | +6.3% | +3.6% | +6.0% |
| 6M | -15.1% | +0.6% | -15.7% | -16.3% |
| YTD | -27.9% | +0.6% | -28.6% | -29.3% |
| 1Y | -70.2% | +6.1% | -76.3% | -71.9% |
| 3Y | +72.5% | +102.0% | -29.5% | +15.2% |
| All | +1.5% | +117.5% | -116.0% | -34.7% |
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 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