+87.8%
DT vs HIG
+179.1%
-91.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.1% | +2.6% | +0.5% | +2.4% |
| 30D | -29.5% | +4.2% | -33.7% | -30.4% |
| 3M | -11.7% | +0.2% | -11.9% | -11.9% |
| 6M | +29.0% | +4.6% | +24.4% | +27.0% |
| YTD | +3.4% | +1.1% | +2.3% | +2.4% |
| 1Y | -4.2% | +4.7% | -8.9% | -6.1% |
| 3Y | -12.8% | +95.5% | -108.3% | -28.6% |
| 5Y | -39.6% | +111.7% | -151.3% | -52.0% |
| All | +87.8% | +179.1% | -91.3% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling