+3,455.1%
DLR vs HIG
+276.9%
+3,178.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.8% |
| 30D | +4.6% | +4.2% | +0.4% | +3.7% |
| 3M | -8.3% | +0.2% | -8.5% | -8.5% |
| 6M | -5.6% | +4.6% | -10.2% | -6.7% |
| YTD | +18.7% | +1.1% | +17.6% | +18.0% |
| 1Y | +17.1% | +4.7% | +12.4% | +15.5% |
| 3Y | +54.4% | +95.5% | -41.1% | +33.6% |
| 5Y | +36.5% | +111.7% | -75.2% | +15.6% |
| 10Y | +187.7% | +263.4% | -75.7% | +107.9% |
| All | +3,455.1% | +276.9% | +3,178.2% | +2,364.1% |
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