+951.2%
HIG vs DTE
+1,676.9%
-725.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +1.1% |
| 7D | -2.3% | -2.0% | -0.3% | -0.9% |
| 30D | -1.2% | -2.4% | +1.2% | +0.5% |
| 3M | +6.3% | -7.3% | +13.6% | +12.1% |
| 6M | +0.6% | -7.6% | +8.2% | +5.9% |
| YTD | +0.6% | +5.8% | -5.2% | -4.5% |
| 1Y | +6.1% | +2.3% | +3.8% | +3.0% |
| 3Y | +102.0% | +45.0% | +57.0% | +47.9% |
| 5Y | +119.2% | +33.2% | +86.0% | +66.8% |
| 10Y | +312.5% | +141.4% | +171.1% | +92.9% |
| All | +951.2% | +1,676.9% | -725.6% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling