+76.5%
SPY vs HIG
+101.4%
-25.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.4% | -2.8% | +1.5% | -0.8% |
| 3M | +3.7% | +6.3% | -2.6% | +1.8% |
| 6M | +13.0% | -0.1% | +13.1% | +12.7% |
| YTD | +12.4% | +0.4% | +12.0% | +11.8% |
| 1Y | +18.5% | +6.2% | +12.3% | +15.7% |
| All | +76.5% | +101.4% | -25.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling