+409.6%
HIG vs TDY
+7,056.0%
-6,646.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -1.5% | -1.1% | -0.3% | -1.0% |
| 30D | -0.4% | -12.0% | +11.7% | +4.5% |
| 3M | +6.7% | -3.2% | +9.9% | +7.5% |
| 6M | +2.0% | -7.9% | +9.8% | +4.3% |
| YTD | +0.3% | +18.2% | -17.9% | -7.3% |
| 1Y | +4.2% | +6.7% | -2.5% | -0.1% |
| 3Y | +102.2% | +47.5% | +54.7% | +69.3% |
| 5Y | +118.5% | +39.5% | +79.0% | +84.9% |
| 10Y | +311.1% | +477.2% | -166.0% | +111.3% |
| All | +409.6% | +7,056.0% | -6,646.5% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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