+102.9%
HIG vs DD
+41.5%
+61.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -1.2% | -11.5% | +10.3% | +0.8% |
| 3M | +6.3% | -5.4% | +11.7% | +7.1% |
| 6M | +0.6% | -6.9% | +7.5% | +1.3% |
| YTD | +0.6% | +6.9% | -6.3% | -1.6% |
| 1Y | +6.1% | +35.6% | -29.5% | -1.3% |
| All | +102.9% | +41.5% | +61.4% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling