+475.0%
DINO vs HIG
+313.7%
+161.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.3% | -1.5% | +3.8% | +3.0% |
| 30D | +22.6% | -0.4% | +23.0% | +22.7% |
| 3M | +55.2% | +6.7% | +48.6% | +49.5% |
| 6M | +93.8% | +2.0% | +91.8% | +89.5% |
| YTD | +139.5% | +0.3% | +139.2% | +136.6% |
| 1Y | +115.3% | +4.2% | +111.1% | +107.9% |
| 3Y | +98.8% | +102.2% | -3.4% | +33.5% |
| 5Y | +333.5% | +118.5% | +215.0% | +177.8% |
| All | +475.0% | +313.7% | +161.3% | +152.3% |
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 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