+147.8%
SW vs HIG
+318.8%
-171.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | -3.2% | -1.4% | -4.2% |
| 3M | +9.4% | +9.1% | +0.2% | +8.0% |
| 6M | +3.5% | -1.8% | +5.3% | +3.6% |
| YTD | +22.0% | +1.8% | +20.3% | +21.6% |
| 1Y | +2.2% | +4.6% | -2.4% | +1.5% |
| 3Y | +19.6% | +101.6% | -82.0% | +11.3% |
| 5Y | -2.3% | +124.5% | -126.8% | -10.4% |
| All | +147.8% | +318.8% | -171.0% | +199.8% |
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 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