-10.8%
DOW vs HIG
+231.6%
-242.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +0.4% | -3.2% | +3.6% | +1.9% |
| 3M | -14.4% | +9.1% | -23.5% | -18.6% |
| 6M | -7.0% | -1.8% | -5.2% | -7.1% |
| YTD | +30.2% | +1.8% | +28.4% | +27.5% |
| 1Y | +29.2% | +4.6% | +24.6% | +24.4% |
| 3Y | -36.7% | +101.6% | -138.3% | -58.2% |
| 5Y | -37.7% | +124.5% | -162.2% | -61.7% |
| All | -10.8% | +231.6% | -242.4% | -49.5% |
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 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