+4.3%
DT vs HIG
+101.4%
-97.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | +0.1% | -2.8% | +2.9% | +0.8% |
| 3M | +24.1% | +6.3% | +17.8% | +22.1% |
| 6M | +30.1% | -0.1% | +30.2% | +29.8% |
| YTD | +16.8% | +0.4% | +16.3% | +16.0% |
| 1Y | -0.1% | +6.2% | -6.3% | -2.7% |
| All | +4.3% | +101.4% | -97.1% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling