+110.6%
SPOT vs HIG
+118.8%
-8.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.9% | -2.3% | -4.6% | -6.0% |
| 30D | +4.1% | -1.2% | +5.3% | +4.7% |
| 3M | +3.7% | +6.3% | -2.6% | +1.2% |
| 6M | -1.6% | +0.6% | -2.2% | -2.1% |
| YTD | -10.2% | +0.6% | -10.8% | -10.8% |
| 1Y | -25.9% | +6.1% | -32.0% | -28.2% |
| 3Y | +235.6% | +102.0% | +133.6% | +131.5% |
| 5Y | +110.6% | +119.2% | -8.6% | +34.4% |
| All | +110.6% | +118.8% | -8.2% | +34.4% |
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 · 6 months rolling