-28.5%
HDB vs HIG
+99.1%
-127.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.5% |
| 7D | -2.0% | -1.1% | -1.0% | -1.8% |
| 30D | -4.9% | -4.9% | 0.0% | -3.6% |
| 3M | -2.3% | +6.8% | -9.1% | -4.0% |
| 6M | -23.7% | -1.7% | -22.0% | -23.5% |
| YTD | -38.5% | -0.2% | -38.3% | -38.5% |
| 1Y | -36.5% | +5.7% | -42.2% | -37.3% |
| 3Y | -28.5% | +100.3% | -128.7% | -39.4% |
| All | -28.5% | +99.1% | -127.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling