+265.2%
SU vs HIG
+313.7%
-48.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.2% | -1.5% | +3.7% | +3.0% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +12.1% | +6.7% | +5.4% | +8.2% |
| 6M | +19.7% | +2.0% | +17.7% | +17.5% |
| YTD | +58.4% | +0.3% | +58.1% | +56.2% |
| 1Y | +67.2% | +4.2% | +63.0% | +61.2% |
| 3Y | +125.0% | +102.2% | +22.8% | +48.6% |
| 5Y | +355.1% | +118.5% | +236.6% | +185.7% |
| All | +265.2% | +313.7% | -48.5% | +74.1% |
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