+4,681.2%
DELL vs HIG
+330.5%
+4,350.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +14.9% | +0.3% | +14.6% | +14.8% |
| 30D | +13.3% | -3.2% | +16.5% | +14.6% |
| 3M | +24.4% | +9.1% | +15.2% | +19.2% |
| 6M | +258.0% | -1.8% | +259.8% | +256.5% |
| YTD | +320.2% | +1.8% | +318.4% | +312.0% |
| 1Y | +319.1% | +4.6% | +314.5% | +305.0% |
| 3Y | +706.5% | +101.6% | +604.9% | +478.4% |
| 5Y | +1,071.9% | +124.5% | +947.4% | +701.0% |
| 10Y | +4,683.5% | +317.8% | +4,365.7% | +2,557.8% |
| All | +4,681.2% | +330.5% | +4,350.8% | +2,580.7% |
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