+4,638.9%
SPG vs HIG
+990.4%
+3,648.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | -0.1% | +3.3% | +3.1% |
| 30D | +16.4% | +4.4% | +12.1% | +14.9% |
| 3M | +7.1% | 0.0% | +7.0% | +6.9% |
| 6M | +16.1% | +3.8% | +12.3% | +14.5% |
| YTD | +30.4% | +0.7% | +29.8% | +29.8% |
| 1Y | +33.0% | +5.0% | +27.9% | +30.5% |
| 3Y | +134.6% | +95.3% | +39.3% | +89.0% |
| 5Y | +84.9% | +110.8% | -25.9% | +45.5% |
| 10Y | +114.9% | +261.9% | -147.0% | +48.3% |
| All | +4,638.9% | +990.4% | +3,648.6% | +1,764.3% |
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