+594.0%
DG vs HIG
+662.6%
-68.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | +7.7% | +4.4% | +3.3% | +7.0% |
| 3M | +13.1% | 0.0% | +13.1% | +13.2% |
| 6M | +32.0% | +3.8% | +28.2% | +31.2% |
| YTD | +3.3% | +0.7% | +2.6% | +3.1% |
| 1Y | +31.7% | +5.0% | +26.6% | +30.5% |
| 3Y | +21.7% | +95.3% | -73.7% | +7.9% |
| 5Y | -34.7% | +110.8% | -145.5% | -43.1% |
| 10Y | +106.7% | +261.9% | -155.1% | +59.3% |
| All | +594.0% | +662.6% | -68.6% | +355.7% |
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