+235.7%
DIA vs HIG
+261.7%
-26.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.1% | +2.6% | -0.5% | +1.1% |
| 30D | +1.5% | +4.2% | -2.7% | -0.1% |
| 3M | -2.4% | +0.2% | -2.6% | -2.7% |
| 6M | +6.0% | +4.6% | +1.4% | +3.6% |
| YTD | +10.1% | +1.1% | +9.0% | +8.8% |
| 1Y | +11.8% | +4.7% | +7.1% | +9.0% |
| 3Y | +59.7% | +95.5% | -35.7% | +21.4% |
| 5Y | +57.9% | +111.7% | -53.8% | +15.2% |
| All | +235.7% | +261.7% | -26.0% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling