+58.7%
SO vs HIG
+122.5%
-63.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -3.2% | -4.9% | +1.7% | -1.9% |
| 3M | -1.7% | +6.8% | -8.5% | -3.5% |
| 6M | -7.2% | -1.7% | -5.5% | -7.0% |
| YTD | +4.6% | -0.2% | +4.8% | +4.3% |
| 1Y | +1.2% | +5.7% | -4.5% | -0.7% |
| 3Y | +45.3% | +100.3% | -55.0% | +19.8% |
| 5Y | +58.7% | +118.5% | -59.8% | +26.8% |
| All | +58.7% | +122.5% | -63.8% | +26.8% |
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 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