+5,966.7%
HD vs HIG
+967.2%
+4,999.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.4% |
| 7D | +4.3% | +1.1% | +3.3% | +4.1% |
| 30D | +20.2% | +5.6% | +14.6% | +18.9% |
| 3M | -1.0% | -6.9% | +5.9% | +0.5% |
| 6M | +7.9% | +1.3% | +6.6% | +7.5% |
| YTD | +2.0% | -1.5% | +3.4% | +2.1% |
| 1Y | -4.3% | +6.6% | -10.9% | -5.7% |
| 3Y | +25.9% | +91.2% | -65.3% | +9.5% |
| 5Y | +5.8% | +106.1% | -100.2% | -9.8% |
| 10Y | +262.5% | +283.7% | -21.2% | +166.3% |
| All | +5,966.7% | +967.2% | +4,999.5% | +2,239.9% |
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