+6,983.4%
SU vs HIG
+987.6%
+5,995.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | +10.7% | -2.8% | +13.6% | +11.4% |
| 3M | +13.5% | +6.3% | +7.2% | +11.9% |
| 6M | +21.8% | -0.1% | +21.9% | +21.4% |
| YTD | +58.8% | +0.4% | +58.4% | +58.0% |
| 1Y | +72.0% | +6.2% | +65.8% | +68.8% |
| 3Y | +121.7% | +101.6% | +20.1% | +88.1% |
| 5Y | +350.4% | +119.8% | +230.6% | +275.5% |
| 10Y | +264.7% | +311.7% | -47.1% | +165.2% |
| All | +6,983.4% | +987.6% | +5,995.8% | +3,639.9% |
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