-36.0%
DOW vs HIG
+118.4%
-154.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.9% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | -2.7% | -2.8% | +0.1% | -1.5% |
| 3M | -10.5% | +6.3% | -16.8% | -13.3% |
| 6M | -12.4% | -0.1% | -12.3% | -13.2% |
| YTD | +30.0% | +0.4% | +29.6% | +28.3% |
| 1Y | +27.8% | +6.2% | +21.6% | +22.2% |
| 3Y | -34.9% | +101.6% | -136.6% | -58.0% |
| All | -36.0% | +118.4% | -154.4% | -62.6% |
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