+212.8%
RDDT vs HIG
+40.7%
+172.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | -8.9% | +6.7% | -15.6% | -9.2% |
| 6M | +15.1% | +2.0% | +13.1% | +14.9% |
| YTD | -31.4% | +0.3% | -31.7% | -31.3% |
| 1Y | -39.4% | +4.2% | -43.6% | -39.7% |
| All | +212.8% | +40.7% | +172.0% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling