+142.7%
ED vs HIG
+260.9%
-118.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +11.2% | +5.4% | +5.8% | +10.1% |
| 3M | +11.8% | -0.9% | +12.7% | +12.0% |
| 6M | +14.1% | +4.8% | +9.3% | +13.1% |
| YTD | +23.0% | +0.9% | +22.1% | +22.6% |
| 1Y | +23.7% | +6.5% | +17.2% | +22.0% |
| 3Y | +47.7% | +95.7% | -48.0% | +31.2% |
| 5Y | +82.6% | +107.1% | -24.5% | +59.7% |
| All | +142.7% | +260.9% | -118.2% | +114.4% |
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