+28.3%
RDW vs HIG
+5.1%
+23.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.6% |
| 7D | -3.1% | +0.3% | -3.4% | -2.9% |
| 30D | -1.8% | -3.2% | +1.4% | -4.1% |
| 3M | -50.9% | +9.1% | -60.0% | -46.8% |
| 6M | +13.5% | -1.8% | +15.3% | +16.8% |
| YTD | +38.6% | +1.8% | +36.8% | +49.1% |
| 1Y | +28.3% | +4.6% | +23.7% | +41.2% |
| All | +28.3% | +5.1% | +23.2% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling