+301.7%
HIG vs DD
+66.6%
+235.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -1.5% | -3.5% | +2.0% | 0.0% |
| 30D | -0.4% | -11.7% | +11.3% | +4.8% |
| 3M | +6.7% | -9.2% | +15.9% | +10.6% |
| 6M | +2.0% | -7.2% | +9.1% | +3.8% |
| YTD | +0.3% | +6.6% | -6.3% | -4.5% |
| 1Y | +4.2% | +32.0% | -27.8% | -10.4% |
| 3Y | +102.2% | +42.1% | +60.1% | +60.9% |
| 5Y | +118.5% | +58.1% | +60.4% | +60.6% |
| All | +301.7% | +66.6% | +235.2% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling