+2,444.2%
ADSK vs HIG
+989.6%
+1,454.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -10.9% | -2.3% | -8.6% | -10.4% |
| 30D | -15.9% | -1.2% | -14.7% | -15.7% |
| 3M | -4.4% | +6.3% | -10.7% | -5.7% |
| 6M | -16.6% | +0.6% | -17.2% | -16.8% |
| YTD | -28.5% | +0.6% | -29.1% | -28.8% |
| 1Y | -34.6% | +6.1% | -40.8% | -35.8% |
| 3Y | -3.5% | +102.0% | -105.4% | -19.0% |
| 5Y | -25.6% | +119.2% | -144.8% | -38.9% |
| 10Y | +216.6% | +312.5% | -95.9% | +116.3% |
| All | +2,444.2% | +989.6% | +1,454.7% | +875.3% |
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