+32.0%
DG vs HIG
+4.1%
+27.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | +7.7% | +4.4% | +3.3% | +6.3% |
| 3M | +13.1% | 0.0% | +13.1% | +13.1% |
| 6M | +32.0% | +3.8% | +28.2% | +32.3% |
| All | +32.0% | +4.1% | +27.9% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling