+318.0%
SPYM vs HIG
+313.7%
+4.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +3.9% | +6.7% | -2.8% | +1.4% |
| 6M | +13.6% | +2.0% | +11.7% | +12.3% |
| YTD | +12.7% | +0.3% | +12.4% | +11.9% |
| 1Y | +17.6% | +4.2% | +13.4% | +15.0% |
| 3Y | +77.2% | +102.2% | -25.0% | +36.8% |
| 5Y | +84.1% | +118.5% | -34.4% | +37.4% |
| All | +318.0% | +313.7% | +4.4% | +158.8% |
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