+6,105.2%
HD vs HIG
+992.6%
+5,112.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +20.9% | +5.4% | +15.5% | +19.6% |
| 3M | -0.2% | -0.9% | +0.8% | +0.1% |
| 6M | +14.5% | +4.8% | +9.7% | +13.3% |
| YTD | +4.3% | +0.9% | +3.4% | +4.0% |
| 1Y | -3.5% | +6.5% | -9.9% | -4.9% |
| 3Y | +30.1% | +95.7% | -65.6% | +12.6% |
| 5Y | +8.5% | +107.1% | -98.6% | -7.6% |
| 10Y | +245.3% | +262.6% | -17.4% | +156.1% |
| All | +6,105.2% | +992.6% | +5,112.6% | +2,281.5% |
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