+86.2%
SU vs HIG
+12.7%
+73.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.2% |
| 7D | -7.1% | +6.2% | -13.3% | -6.5% |
| 30D | +4.8% | +9.4% | -4.7% | +5.6% |
| 3M | +12.5% | -2.3% | +14.8% | +11.9% |
| 6M | +6.5% | +4.2% | +2.3% | +7.4% |
| YTD | +65.8% | +1.6% | +64.2% | +66.7% |
| 1Y | +86.2% | +9.9% | +76.3% | +88.6% |
| All | +86.2% | +12.7% | +73.4% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling