+743.1%
SW vs HIG
+181.8%
+561.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +4.0% |
| 7D | +12.1% | +6.2% | +5.8% | +11.9% |
| 30D | +6.6% | +9.4% | -2.9% | +6.3% |
| 3M | -6.0% | -2.3% | -3.7% | -6.0% |
| 6M | +21.5% | +4.2% | +17.3% | +21.3% |
| YTD | +20.3% | +1.6% | +18.8% | +20.2% |
| 1Y | +28.1% | +9.9% | +18.3% | +27.8% |
| 3Y | +51.6% | +96.6% | -45.0% | +49.3% |
| 5Y | -0.1% | +112.1% | -112.2% | -1.9% |
| 10Y | +189.7% | +295.5% | -105.8% | +182.0% |
| All | +743.1% | +181.8% | +561.3% | +817.1% |
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 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