+2,503.0%
SO vs HIG
+995.0%
+1,508.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +2.6% | -1.3% | +1.1% |
| 30D | +4.7% | +4.2% | +0.5% | +4.3% |
| 3M | +1.7% | +0.2% | +1.5% | +1.7% |
| 6M | +2.2% | +4.6% | -2.5% | +1.7% |
| YTD | +10.0% | +1.1% | +8.9% | +9.8% |
| 1Y | +6.0% | +4.7% | +1.4% | +5.5% |
| 3Y | +54.1% | +95.5% | -41.3% | +45.1% |
| 5Y | +79.6% | +111.7% | -32.0% | +67.5% |
| 10Y | +195.5% | +263.4% | -67.9% | +160.2% |
| All | +2,503.0% | +995.0% | +1,508.1% | +1,571.3% |
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