+680.8%
HIG vs DGX
+8,778.1%
-8,097.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +6.7% | +15.8% | -9.1% | 0.0% |
| 6M | +2.0% | +18.2% | -16.2% | -5.3% |
| YTD | +0.3% | +37.2% | -36.9% | -12.9% |
| 1Y | +4.2% | +30.4% | -26.2% | -7.8% |
| 3Y | +102.2% | +96.7% | +5.5% | +48.5% |
| 5Y | +118.5% | +67.2% | +51.3% | +68.8% |
| 10Y | +311.1% | +253.9% | +57.2% | +125.9% |
| All | +680.8% | +8,778.1% | -8,097.3% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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