+1,115.2%
DIA vs HIG
+439.6%
+675.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.8% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | -2.1% | -4.9% | +2.8% | -1.2% |
| 3M | +4.2% | +6.8% | -2.6% | +2.8% |
| 6M | +11.9% | -1.7% | +13.6% | +12.0% |
| YTD | +10.8% | -0.2% | +11.0% | +10.6% |
| 1Y | +17.5% | +5.7% | +11.8% | +16.0% |
| 3Y | +59.9% | +100.3% | -40.3% | +40.6% |
| 5Y | +64.1% | +118.5% | -54.3% | +41.7% |
| 10Y | +246.2% | +309.7% | -63.5% | +163.3% |
| All | +1,115.2% | +439.6% | +675.5% | +547.2% |
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