+2,471.9%
SO vs HIG
+990.4%
+1,481.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +4.9% | +4.4% | +0.6% | +4.6% |
| 3M | +0.8% | 0.0% | +0.7% | +0.8% |
| 6M | +0.6% | +3.8% | -3.2% | +0.2% |
| YTD | +8.7% | +0.7% | +8.0% | +8.5% |
| 1Y | +4.0% | +5.0% | -1.1% | +3.4% |
| 3Y | +50.6% | +95.3% | -44.8% | +41.8% |
| 5Y | +77.5% | +110.8% | -33.3% | +65.6% |
| 10Y | +192.0% | +261.9% | -69.9% | +157.2% |
| All | +2,471.9% | +990.4% | +1,481.5% | +1,551.9% |
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