+2,510.0%
SO vs HIG
+992.6%
+1,517.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | +0.8% | -0.7% | +1.4% | +0.8% |
| 30D | +7.8% | +5.4% | +2.4% | +7.3% |
| 3M | +2.9% | -0.9% | +3.9% | +3.0% |
| 6M | +2.5% | +4.8% | -2.3% | +2.0% |
| YTD | +10.3% | +0.9% | +9.4% | +10.1% |
| 1Y | +6.4% | +6.5% | -0.1% | +5.7% |
| 3Y | +52.8% | +95.7% | -42.9% | +43.8% |
| 5Y | +78.7% | +107.1% | -28.4% | +66.9% |
| 10Y | +196.3% | +262.6% | -66.4% | +160.9% |
| All | +2,510.0% | +992.6% | +1,517.4% | +1,576.1% |
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