+4.3%
DT vs HIG
+5.1%
-0.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.6% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | +2.0% | -3.2% | +5.3% | +2.0% |
| 3M | +20.0% | +9.1% | +10.9% | +20.1% |
| 6M | +39.3% | -1.8% | +41.1% | +37.8% |
| YTD | +19.8% | +1.8% | +18.0% | +18.6% |
| 1Y | +4.3% | +4.6% | -0.3% | +3.5% |
| All | +4.3% | +5.1% | -0.8% | +3.5% |
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 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