+5,570.7%
HD vs HIG
+1,002.1%
+4,568.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | -8.4% | -3.2% | -5.2% | -7.8% |
| 3M | +4.3% | +9.1% | -4.8% | +2.3% |
| 6M | -11.1% | -1.8% | -9.3% | -10.9% |
| YTD | -4.7% | +1.8% | -6.4% | -5.2% |
| 1Y | -19.8% | +4.6% | -24.4% | -20.8% |
| 3Y | +4.1% | +101.6% | -97.5% | -10.5% |
| 5Y | +10.3% | +124.5% | -114.2% | -7.6% |
| 10Y | +203.2% | +317.8% | -114.6% | +118.9% |
| All | +5,570.7% | +1,002.1% | +4,568.6% | +2,071.6% |
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 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