-22.5%
HDB vs HIG
+107.6%
-130.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +6.9% | -0.7% | +7.6% | +7.2% |
| 30D | +15.2% | +5.4% | +9.9% | +13.0% |
| 3M | +11.7% | -0.9% | +12.7% | +12.0% |
| 6M | +7.5% | +4.8% | +2.7% | +5.4% |
| YTD | -28.8% | +0.9% | -29.7% | -29.2% |
| 1Y | -29.1% | +6.5% | -35.6% | -30.9% |
| 3Y | -7.0% | +95.7% | -102.8% | -30.9% |
| All | -22.5% | +107.6% | -130.1% | -46.4% |
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 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