+7,039.0%
DE vs HIG
+987.6%
+6,051.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +11.1% | -2.8% | +14.0% | +11.9% |
| 3M | +17.6% | +6.3% | +11.3% | +15.7% |
| 6M | +13.6% | -0.1% | +13.7% | +13.3% |
| YTD | +46.3% | +0.4% | +45.8% | +45.7% |
| 1Y | +44.2% | +6.2% | +37.9% | +41.6% |
| 3Y | +76.6% | +101.6% | -25.0% | +48.5% |
| 5Y | +98.2% | +119.8% | -21.6% | +63.5% |
| 10Y | +863.5% | +311.7% | +551.8% | +579.0% |
| All | +7,039.0% | +987.6% | +6,051.4% | +2,930.4% |
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