+942.5%
HIG vs DAR
+628.8%
+313.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -4.9% | +13.0% | -17.9% | -6.3% |
| 3M | +6.8% | +15.0% | -8.2% | +4.9% |
| 6M | -1.7% | +26.8% | -28.5% | -4.6% |
| YTD | -0.2% | +86.4% | -86.6% | -7.2% |
| 1Y | +5.7% | +115.1% | -109.4% | -3.5% |
| 3Y | +100.3% | +14.6% | +85.7% | +92.4% |
| 5Y | +118.5% | -8.8% | +127.3% | +113.0% |
| 10Y | +309.7% | +356.5% | -46.8% | +236.6% |
| All | +942.5% | +628.8% | +313.7% | +697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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