+319.5%
SN vs HIG
+104.0%
+215.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -9.3% | +0.3% | -9.6% | -9.5% |
| 30D | -4.8% | -3.2% | -1.6% | -3.5% |
| 3M | +40.4% | +9.1% | +31.3% | +34.0% |
| 6M | +50.9% | -1.8% | +52.7% | +51.7% |
| YTD | +54.9% | +1.8% | +53.2% | +52.8% |
| 1Y | +43.0% | +4.6% | +38.5% | +38.8% |
| 3Y | +391.8% | +101.6% | +290.2% | +248.0% |
| All | +319.5% | +104.0% | +215.5% | +193.8% |
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