+99.4%
DE vs HIG
+118.8%
-19.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.3% |
| 30D | +9.7% | -1.2% | +10.9% | +10.3% |
| 3M | +21.4% | +6.3% | +15.1% | +17.0% |
| 6M | +15.0% | +0.6% | +14.4% | +14.0% |
| YTD | +46.4% | +0.6% | +45.8% | +45.0% |
| 1Y | +45.6% | +6.1% | +39.5% | +39.9% |
| 3Y | +76.8% | +102.0% | -25.2% | +14.0% |
| 5Y | +99.4% | +119.2% | -19.8% | +15.1% |
| All | +99.4% | +118.8% | -19.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling