+942.5%
HIG vs DD
+724.3%
+218.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -4.9% | -7.4% | +2.5% | -0.9% |
| 3M | +6.8% | -6.4% | +13.2% | +10.0% |
| 6M | -1.7% | -2.5% | +0.8% | -2.2% |
| YTD | -0.2% | +10.2% | -10.5% | -8.2% |
| 1Y | +5.7% | +36.9% | -31.2% | -15.0% |
| 3Y | +100.3% | +47.0% | +53.3% | +45.4% |
| 5Y | +118.5% | +63.1% | +55.3% | +44.1% |
| 10Y | +309.7% | +68.2% | +241.6% | +139.4% |
| All | +942.5% | +724.3% | +218.1% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling