+4,404.4%
DELL vs HIG
+313.7%
+4,090.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.1% |
| 7D | +8.2% | -1.5% | +9.7% | +8.8% |
| 30D | +17.1% | -0.4% | +17.4% | +17.2% |
| 3M | +45.2% | +6.7% | +38.5% | +40.6% |
| 6M | +286.8% | +2.0% | +284.8% | +278.9% |
| YTD | +354.8% | +0.3% | +354.5% | +348.2% |
| 1Y | +358.3% | +4.2% | +354.1% | +343.1% |
| 3Y | +724.9% | +102.2% | +622.7% | +489.4% |
| 5Y | +1,193.7% | +118.5% | +1,075.2% | +792.0% |
| All | +4,404.4% | +313.7% | +4,090.8% | +2,304.3% |
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 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