+51.9%
DOW vs HIG
+12.7%
+39.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.3% |
| 7D | -4.2% | +6.2% | -10.4% | -4.3% |
| 30D | +14.7% | +9.4% | +5.3% | +14.5% |
| 3M | +9.1% | -2.3% | +11.4% | +8.9% |
| 6M | -17.7% | +4.2% | -21.8% | -17.0% |
| YTD | +44.6% | +1.6% | +43.0% | +43.5% |
| 1Y | +51.9% | +9.9% | +42.0% | +42.8% |
| All | +51.9% | +12.7% | +39.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling