+210.2%
HD vs HIG
+314.4%
-104.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -10.8% | -2.8% | -8.0% | -9.9% |
| 3M | -2.7% | +6.3% | -9.0% | -5.1% |
| 6M | -10.3% | -0.1% | -10.2% | -10.6% |
| YTD | -7.8% | +0.4% | -8.3% | -8.4% |
| 1Y | -23.1% | +6.2% | -29.4% | -25.3% |
| 3Y | +2.0% | +101.6% | -99.6% | -23.3% |
| 5Y | +6.2% | +119.8% | -113.6% | -23.6% |
| 10Y | +210.2% | +311.7% | -101.6% | +74.6% |
| All | +210.2% | +314.4% | -104.2% | +74.6% |
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 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