+208.0%
RDDT vs HIG
+41.2%
+166.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | -0.4% | -2.3% | +1.9% | -0.2% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | -9.8% | +6.3% | -16.1% | -10.0% |
| 6M | +15.8% | +0.6% | +15.2% | +15.9% |
| YTD | -32.4% | +0.6% | -33.0% | -32.4% |
| 1Y | -40.0% | +6.1% | -46.1% | -40.6% |
| All | +208.0% | +41.2% | +166.8% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling