-38.7%
DG vs HIG
+118.8%
-157.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -6.3% | -2.3% | -4.0% | -5.8% |
| 30D | +2.4% | -1.2% | +3.6% | +2.7% |
| 3M | +12.4% | +6.3% | +6.1% | +10.9% |
| 6M | -14.9% | +0.6% | -15.5% | -15.1% |
| YTD | -6.1% | +0.6% | -6.7% | -6.4% |
| 1Y | +17.9% | +6.1% | +11.8% | +15.9% |
| 3Y | +3.1% | +102.0% | -98.8% | -17.4% |
| 5Y | -38.7% | +119.2% | -157.9% | -52.5% |
| All | -38.7% | +118.8% | -157.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling