-20.2%
DOW vs HIG
+96.1%
-116.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.4% |
| 30D | +13.2% | +4.2% | +9.0% | +11.7% |
| 3M | +10.1% | +0.2% | +9.9% | +9.8% |
| 6M | -13.1% | +4.6% | -17.7% | -14.6% |
| YTD | +46.1% | +1.1% | +45.0% | +44.4% |
| 1Y | +50.0% | +4.7% | +45.3% | +46.0% |
| 3Y | -20.2% | +95.5% | -115.7% | -33.5% |
| All | -20.2% | +96.1% | -116.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling