-28.8%
HDB vs HIG
+5.3%
-34.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +2.7% | +2.6% | +0.1% | +1.7% |
| 30D | +14.1% | +4.2% | +10.0% | +12.2% |
| 3M | +11.8% | +0.2% | +11.6% | +11.6% |
| 6M | +8.2% | +4.6% | +3.6% | +6.0% |
| YTD | -29.3% | +1.1% | -30.4% | -29.8% |
| 1Y | -28.8% | +4.7% | -33.5% | -30.0% |
| All | -28.8% | +5.3% | -34.1% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling