+2,008.7%
SPY vs HIG
+1,002.1%
+1,006.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | -3.2% | +3.3% | +0.7% |
| 3M | +2.0% | +9.1% | -7.2% | +0.1% |
| 6M | +13.0% | -1.8% | +14.8% | +13.1% |
| YTD | +13.5% | +1.8% | +11.8% | +12.8% |
| 1Y | +20.0% | +4.6% | +15.4% | +18.4% |
| 3Y | +77.2% | +101.6% | -24.5% | +53.4% |
| 5Y | +81.9% | +124.5% | -42.6% | +53.9% |
| 10Y | +314.1% | +317.8% | -3.7% | +203.0% |
| All | +2,008.7% | +1,002.1% | +1,006.6% | +735.0% |
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