+181.2%
DLR vs HIG
+261.7%
-80.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.9% |
| 30D | +4.6% | +4.2% | +0.4% | +3.9% |
| 3M | -8.3% | +0.2% | -8.5% | -8.4% |
| 6M | -5.6% | +4.6% | -10.2% | -6.5% |
| YTD | +18.7% | +1.1% | +17.6% | +18.1% |
| 1Y | +17.1% | +4.7% | +12.4% | +15.8% |
| 3Y | +54.4% | +95.5% | -41.1% | +37.1% |
| 5Y | +36.5% | +111.7% | -75.2% | +19.1% |
| All | +181.2% | +261.7% | -80.6% | +152.2% |
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 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