+25.3%
DG vs HIG
+5.1%
+20.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.8% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | +4.9% | -3.2% | +8.2% | +5.7% |
| 3M | +29.3% | +9.1% | +20.2% | +27.0% |
| 6M | -11.3% | -1.8% | -9.5% | -11.4% |
| YTD | +1.8% | +1.8% | 0.0% | +1.2% |
| 1Y | +25.3% | +4.6% | +20.8% | +22.0% |
| All | +25.3% | +5.1% | +20.3% | +22.0% |
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