+42.1%
DLR vs HIG
+117.6%
-75.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -1.2% | -2.8% | +1.7% | -0.6% |
| 3M | +2.9% | +6.3% | -3.4% | +1.3% |
| 6M | +6.7% | -0.1% | +6.8% | +6.4% |
| YTD | +23.9% | +0.4% | +23.4% | +23.3% |
| 1Y | +18.6% | +6.2% | +12.4% | +16.4% |
| 3Y | +59.7% | +101.6% | -41.9% | +29.5% |
| 5Y | +42.1% | +119.8% | -77.8% | +12.8% |
| All | +42.1% | +117.6% | -75.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling