+143.3%
DELL vs HIG
+12.7%
+130.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -7.1% |
| 7D | -24.6% | +6.2% | -30.8% | -21.2% |
| 30D | -32.5% | +9.4% | -41.9% | -28.3% |
| 3M | -20.2% | -2.3% | -17.9% | -20.2% |
| 6M | +76.5% | +4.2% | +72.3% | +85.3% |
| YTD | +198.9% | +1.6% | +197.4% | +211.6% |
| 1Y | +143.3% | +9.9% | +133.4% | +144.9% |
| All | +143.3% | +12.7% | +130.6% | +144.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling