+27.1%
SW vs HIG
+6.2%
+20.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.4% |
| 7D | +2.3% | +1.1% | +1.3% | +2.1% |
| 30D | +6.8% | +5.6% | +1.2% | +6.0% |
| 3M | -5.2% | -6.9% | +1.7% | -3.4% |
| 6M | +7.4% | +1.3% | +6.1% | +6.5% |
| YTD | +17.4% | -1.5% | +18.9% | +18.7% |
| 1Y | +27.1% | +6.6% | +20.5% | +28.8% |
| All | +27.1% | +6.2% | +20.9% | +28.8% |
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 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