+30.4%
GDDY vs HIG
+116.1%
-85.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | +6.8% | -0.4% | +7.2% | +7.0% |
| 3M | +30.5% | +6.7% | +23.8% | +27.7% |
| 6M | +13.3% | +2.0% | +11.4% | +12.6% |
| YTD | -21.0% | +0.3% | -21.2% | -21.1% |
| 1Y | -34.0% | +4.2% | -38.2% | -35.1% |
| 3Y | +33.1% | +102.2% | -69.2% | +0.3% |
| All | +30.4% | +116.1% | -85.7% | -10.4% |
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 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