-16.5%
SOUN vs HIG
+110.8%
-127.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -7.1% | -1.5% | -5.7% | -6.4% |
| 30D | -15.4% | -0.4% | -15.1% | -15.4% |
| 3M | -10.6% | +6.7% | -17.2% | -14.6% |
| 6M | -19.6% | +2.0% | -21.6% | -21.8% |
| YTD | -37.2% | +0.3% | -37.5% | -38.7% |
| 1Y | -57.1% | +4.2% | -61.3% | -59.5% |
| 3Y | +178.2% | +102.2% | +76.0% | +66.5% |
| All | -16.5% | +110.8% | -127.3% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling