-37.8%
HDB vs HIG
+117.6%
-155.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -5.8% | -2.8% | -3.0% | -4.9% |
| 3M | -5.2% | +6.3% | -11.5% | -7.4% |
| 6M | -25.7% | -0.1% | -25.6% | -25.8% |
| YTD | -39.6% | +0.4% | -40.0% | -39.8% |
| 1Y | -36.9% | +6.2% | -43.2% | -38.5% |
| 3Y | -29.7% | +101.6% | -131.3% | -48.5% |
| 5Y | -37.8% | +119.8% | -157.6% | -57.5% |
| All | -37.8% | +117.6% | -155.4% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling