+75.2%
SPY vs HIG
+109.1%
-33.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -2.4% | +5.4% | -7.7% | -4.2% |
| 3M | -1.2% | -0.9% | -0.2% | -1.0% |
| 6M | +3.3% | +4.8% | -1.5% | +0.8% |
| YTD | +12.3% | +0.9% | +11.4% | +10.9% |
| 1Y | +12.4% | +6.5% | +6.0% | +8.5% |
| 3Y | +78.8% | +95.7% | -16.9% | +28.2% |
| 5Y | +75.2% | +107.1% | -31.9% | +19.2% |
| All | +75.2% | +109.1% | -33.9% | +19.2% |
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 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