+254.8%
SPOT vs HIG
+223.0%
+31.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.0% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +8.3% | -4.9% | +13.2% | +9.7% |
| 3M | +5.1% | +6.8% | -1.7% | +3.4% |
| 6M | -6.5% | -1.7% | -4.8% | -6.2% |
| YTD | -9.0% | -0.2% | -8.7% | -9.1% |
| 1Y | -26.4% | +5.7% | -32.1% | -27.7% |
| 3Y | +240.0% | +100.3% | +139.7% | +181.9% |
| 5Y | +111.7% | +118.5% | -6.8% | +71.4% |
| All | +254.8% | +223.0% | +31.8% | +142.6% |
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 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