+12.3%
RDW vs HIG
+0.7%
+11.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.6% |
| 7D | +0.9% | -1.5% | +2.3% | -0.5% |
| 30D | -21.3% | -0.4% | -20.9% | -21.2% |
| 3M | -37.9% | +6.7% | -44.5% | -33.2% |
| 6M | +12.3% | +2.0% | +10.3% | +18.7% |
| All | +12.3% | +0.7% | +11.5% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling