+11.1%
SMR vs HIG
+115.6%
-104.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +15.9% |
| 7D | +21.4% | -1.1% | +22.5% | +21.7% |
| 30D | +13.8% | -4.9% | +18.8% | +15.6% |
| 3M | +3.9% | +6.8% | -2.9% | -0.1% |
| 6M | -4.2% | -1.7% | -2.5% | -4.6% |
| YTD | -21.1% | -0.2% | -20.9% | -22.3% |
| 1Y | -67.1% | +5.7% | -72.8% | -68.9% |
| 3Y | +88.9% | +100.3% | -11.4% | +26.5% |
| All | +11.1% | +115.6% | -104.5% | -28.3% |
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 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