-27.5%
DOW vs HIG
+110.6%
-138.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.0% |
| 30D | +13.2% | +4.2% | +9.0% | +10.9% |
| 3M | +10.1% | +0.2% | +9.9% | +9.6% |
| 6M | -13.1% | +4.6% | -17.7% | -15.4% |
| YTD | +46.1% | +1.1% | +45.0% | +43.5% |
| 1Y | +50.0% | +4.7% | +45.3% | +44.6% |
| 3Y | -20.2% | +95.5% | -115.7% | -47.0% |
| All | -27.5% | +110.6% | -138.2% | -55.0% |
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