+176.5%
DLR vs HIG
+313.7%
-137.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | -4.3% | -0.4% | -4.0% | -4.3% |
| 3M | +3.8% | +6.7% | -2.8% | +2.6% |
| 6M | +5.8% | +2.0% | +3.9% | +5.3% |
| YTD | +23.5% | +0.3% | +23.3% | +23.2% |
| 1Y | +11.1% | +4.2% | +6.9% | +10.0% |
| 3Y | +57.9% | +102.2% | -44.3% | +39.6% |
| 5Y | +44.0% | +118.5% | -74.5% | +25.2% |
| All | +176.5% | +313.7% | -137.2% | +138.4% |
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