+148.0%
SN vs HIG
+5.3%
+142.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.5% | +2.6% | -1.1% | +1.0% |
| 30D | +21.5% | +4.2% | +17.3% | +20.5% |
| 3M | +20.0% | +0.2% | +19.8% | +19.8% |
| 6M | +119.9% | +4.6% | +115.3% | +117.6% |
| YTD | +102.3% | +1.1% | +101.2% | +102.4% |
| 1Y | +148.0% | +4.7% | +143.3% | +150.7% |
| All | +148.0% | +5.3% | +142.7% | +150.7% |
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