+4,662.1%
SPG vs HIG
+992.6%
+3,669.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +16.6% | +5.4% | +11.2% | +14.7% |
| 3M | +8.1% | -0.9% | +9.0% | +8.3% |
| 6M | +19.3% | +4.8% | +14.6% | +17.4% |
| YTD | +31.1% | +0.9% | +30.2% | +30.3% |
| 1Y | +32.8% | +6.5% | +26.3% | +29.7% |
| 3Y | +135.8% | +95.7% | +40.0% | +89.8% |
| 5Y | +85.1% | +107.1% | -22.0% | +46.5% |
| 10Y | +115.9% | +262.6% | -146.7% | +48.9% |
| All | +4,662.1% | +992.6% | +3,669.5% | +1,772.2% |
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 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