+197.2%
SO vs HIG
+260.9%
-63.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +7.8% | +5.4% | +2.4% | +6.4% |
| 3M | +2.9% | -0.9% | +3.9% | +3.1% |
| 6M | +2.5% | +4.8% | -2.3% | +1.1% |
| YTD | +10.3% | +0.9% | +9.4% | +9.7% |
| 1Y | +6.4% | +6.5% | -0.1% | +4.4% |
| 3Y | +52.8% | +95.7% | -42.9% | +28.6% |
| 5Y | +78.7% | +107.1% | -28.4% | +46.9% |
| All | +197.2% | +260.9% | -63.7% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling