-28.4%
DT vs HIG
+117.6%
-146.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.3% |
| 30D | +0.1% | -2.8% | +2.9% | +1.1% |
| 3M | +24.1% | +6.3% | +17.8% | +21.3% |
| 6M | +30.1% | -0.1% | +30.2% | +29.7% |
| YTD | +16.8% | +0.4% | +16.3% | +15.8% |
| 1Y | -0.1% | +6.2% | -6.3% | -3.3% |
| 3Y | +6.8% | +101.6% | -94.8% | -21.6% |
| 5Y | -28.4% | +119.8% | -148.2% | -52.6% |
| All | -28.4% | +117.6% | -146.0% | -52.6% |
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