+41.5%
HDB vs HIG
+313.7%
-272.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +7.0% |
| 7D | +0.7% | -1.5% | +2.1% | +1.1% |
| 30D | +1.0% | -0.4% | +1.3% | +1.1% |
| 3M | -2.0% | +6.7% | -8.6% | -3.8% |
| 6M | -18.1% | +2.0% | -20.1% | -18.7% |
| YTD | -36.1% | +0.3% | -36.4% | -36.3% |
| 1Y | -34.0% | +4.2% | -38.2% | -35.0% |
| 3Y | -26.7% | +102.2% | -128.9% | -40.9% |
| 5Y | -33.9% | +118.5% | -152.4% | -48.1% |
| All | +41.5% | +313.7% | -272.2% | -5.6% |
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