-31.9%
ADSK vs HIG
+5.1%
-37.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.0% |
| 7D | -16.4% | +0.3% | -16.7% | -16.4% |
| 30D | -9.2% | -3.2% | -6.0% | -8.6% |
| 3M | -6.7% | +9.1% | -15.9% | -7.4% |
| 6M | -15.5% | -1.8% | -13.7% | -16.6% |
| YTD | -26.4% | +1.8% | -28.2% | -27.3% |
| 1Y | -31.9% | +4.6% | -36.5% | -33.8% |
| All | -31.9% | +5.1% | -37.0% | -33.8% |
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