+215.4%
ADSK vs HIG
+313.7%
-98.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -1.5% | -1.1% | -2.0% |
| 30D | -14.9% | -0.4% | -14.5% | -14.8% |
| 3M | +3.3% | +6.7% | -3.3% | +0.9% |
| 6M | -15.7% | +2.0% | -17.6% | -16.4% |
| YTD | -28.2% | +0.3% | -28.5% | -28.6% |
| 1Y | -34.5% | +4.2% | -38.7% | -35.9% |
| 3Y | -2.9% | +102.2% | -105.1% | -26.5% |
| 5Y | -25.3% | +118.5% | -143.8% | -45.4% |
| All | +215.4% | +313.7% | -98.3% | +69.6% |
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