+823.3%
SPYM vs HIG
+148.2%
+675.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -0.9% | -4.9% | +4.0% | -0.1% |
| 3M | +3.9% | +6.8% | -2.9% | +2.7% |
| 6M | +14.5% | -1.7% | +16.2% | +14.6% |
| YTD | +13.0% | -0.2% | +13.2% | +12.7% |
| 1Y | +19.4% | +5.7% | +13.7% | +17.9% |
| 3Y | +78.9% | +100.3% | -21.4% | +59.0% |
| 5Y | +82.3% | +118.5% | -36.2% | +59.6% |
| 10Y | +314.7% | +309.7% | +5.0% | +223.5% |
| All | +823.3% | +148.2% | +675.1% | +591.8% |
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 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