+125.0%
SU vs HIG
+101.1%
+23.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +12.1% | +6.7% | +5.4% | +10.5% |
| 6M | +19.7% | +2.0% | +17.7% | +18.9% |
| YTD | +58.4% | +0.3% | +58.1% | +57.7% |
| 1Y | +67.2% | +4.2% | +63.0% | +64.5% |
| 3Y | +125.0% | +102.2% | +22.8% | +83.1% |
| All | +125.0% | +101.1% | +23.9% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling