+3,595.7%
DLR vs HIG
+279.3%
+3,316.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -3.4% | -3.2% | -0.1% | -2.8% |
| 3M | +0.5% | +9.1% | -8.6% | -1.4% |
| 6M | +4.6% | -1.8% | +6.3% | +4.7% |
| YTD | +23.4% | +1.8% | +21.7% | +22.6% |
| 1Y | +19.0% | +4.6% | +14.5% | +17.5% |
| 3Y | +56.5% | +101.6% | -45.1% | +34.8% |
| 5Y | +33.3% | +124.5% | -91.2% | +11.7% |
| 10Y | +165.1% | +317.8% | -152.7% | +86.4% |
| All | +3,595.7% | +279.3% | +3,316.3% | +2,461.8% |
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 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