+62.0%
SPG vs HIG
+315.0%
-253.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -0.5% |
| 30D | -5.8% | -1.2% | -4.6% | -5.1% |
| 3M | -2.8% | +6.3% | -9.1% | -7.7% |
| 6M | +8.9% | +0.6% | +8.3% | +7.3% |
| YTD | +14.3% | +0.6% | +13.7% | +12.5% |
| 1Y | +19.5% | +6.1% | +13.4% | +12.4% |
| 3Y | +106.9% | +102.0% | +4.9% | +12.8% |
| 5Y | +108.7% | +119.2% | -10.5% | +3.8% |
| All | +62.0% | +315.0% | -253.0% | -47.6% |
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