+851.5%
DE vs HIG
+313.7%
+537.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | +9.0% | -0.4% | +9.4% | +9.1% |
| 3M | +19.1% | +6.7% | +12.5% | +14.9% |
| 6M | +14.4% | +2.0% | +12.4% | +12.6% |
| YTD | +45.9% | +0.3% | +45.7% | +44.7% |
| 1Y | +43.6% | +4.2% | +39.4% | +39.4% |
| 3Y | +75.9% | +102.2% | -26.3% | +21.2% |
| 5Y | +98.8% | +118.5% | -19.7% | +30.8% |
| All | +851.5% | +313.7% | +537.8% | +374.8% |
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 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