+45.3%
SO vs HIG
+99.1%
-53.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -3.2% | -4.9% | +1.7% | -1.8% |
| 3M | -1.7% | +6.8% | -8.5% | -3.7% |
| 6M | -7.2% | -1.7% | -5.5% | -7.0% |
| YTD | +4.6% | -0.2% | +4.8% | +4.2% |
| 1Y | +1.2% | +5.7% | -4.5% | -0.9% |
| 3Y | +45.3% | +100.3% | -55.0% | +15.0% |
| All | +45.3% | +99.1% | -53.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling