-52.7%
SPCH vs HIG
+6.0%
-58.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +1.0% |
| 7D | -2.6% | -2.3% | -0.3% | -4.9% |
| 30D | +19.2% | -1.2% | +20.4% | +17.9% |
| All | -52.7% | +6.0% | -58.7% | -52.2% |
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 · Available span rolling