+414.4%
SPYG vs HIG
+313.7%
+100.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +3.7% | +6.7% | -2.9% | +1.4% |
| 6M | +16.4% | +2.0% | +14.5% | +15.1% |
| YTD | +13.3% | +0.3% | +13.0% | +12.5% |
| 1Y | +17.9% | +4.2% | +13.7% | +15.3% |
| 3Y | +98.3% | +102.2% | -3.9% | +56.1% |
| 5Y | +86.4% | +118.5% | -32.1% | +42.4% |
| All | +414.4% | +313.7% | +100.7% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling