+4,317.0%
GD vs HIG
+967.2%
+3,349.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.3% |
| 7D | -5.0% | +1.1% | -6.0% | -5.2% |
| 30D | +8.9% | +5.6% | +3.4% | +7.9% |
| 3M | -8.0% | -6.9% | -1.2% | -7.0% |
| 6M | +2.9% | +1.3% | +1.6% | +2.6% |
| YTD | +7.1% | -1.5% | +8.5% | +7.1% |
| 1Y | +5.9% | +6.6% | -0.7% | +4.5% |
| 3Y | +53.9% | +91.2% | -37.3% | +37.5% |
| 5Y | +95.4% | +106.1% | -10.7% | +72.1% |
| 10Y | +193.5% | +283.7% | -90.2% | +130.6% |
| All | +4,317.0% | +967.2% | +3,349.8% | +2,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling