+4,243.5%
HDB vs HIG
+270.2%
+3,973.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +15.2% | +5.4% | +9.9% | +13.7% |
| 3M | +11.7% | -0.9% | +12.7% | +11.9% |
| 6M | +7.5% | +4.8% | +2.7% | +6.1% |
| YTD | -28.8% | +0.9% | -29.7% | -29.1% |
| 1Y | -29.1% | +6.5% | -35.6% | -30.3% |
| 3Y | -7.0% | +95.7% | -102.8% | -22.0% |
| 5Y | -22.1% | +107.1% | -129.1% | -35.8% |
| 10Y | +64.9% | +262.6% | -197.7% | +12.7% |
| All | +4,243.5% | +270.2% | +3,973.3% | +2,733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling