+9.9%
HIG vs DTE
+5.6%
+4.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.5% |
| 7D | +6.2% | +4.2% | +2.0% | +4.7% |
| 30D | +9.4% | +10.0% | -0.6% | +6.0% |
| 3M | -2.3% | -2.1% | -0.3% | -2.2% |
| 6M | +4.2% | -4.7% | +8.8% | +5.0% |
| YTD | +1.6% | +9.3% | -7.7% | +0.4% |
| 1Y | +9.9% | +6.6% | +3.3% | +9.2% |
| All | +9.9% | +5.6% | +4.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling