+76.1%
SO vs HIG
+111.3%
-35.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -0.1% | +2.1% | -2.2% | -0.7% |
| 30D | +8.7% | +6.7% | +1.9% | +6.7% |
| 3M | +3.4% | -1.9% | +5.3% | +3.8% |
| 6M | +3.7% | +5.3% | -1.6% | +2.0% |
| YTD | +10.0% | +1.3% | +8.7% | +9.2% |
| 1Y | +6.6% | +7.2% | -0.6% | +4.1% |
| 3Y | +52.5% | +96.6% | -44.1% | +25.7% |
| 5Y | +76.1% | +110.0% | -33.9% | +42.7% |
| All | +76.1% | +111.3% | -35.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling