+301.7%
HIG vs DTE
+137.8%
+163.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.6% |
| 7D | -1.5% | -2.6% | +1.1% | +0.2% |
| 30D | -0.4% | -4.4% | +4.0% | +2.6% |
| 3M | +6.7% | -8.3% | +15.0% | +12.8% |
| 6M | +2.0% | -8.1% | +10.0% | +7.2% |
| YTD | +0.3% | +4.4% | -4.1% | -3.6% |
| 1Y | +4.2% | +0.2% | +4.0% | +2.8% |
| 3Y | +102.2% | +42.6% | +59.6% | +53.5% |
| 5Y | +118.5% | +31.5% | +87.0% | +71.4% |
| All | +301.7% | +137.8% | +163.9% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling