+2.0%
RDW vs HIG
+194.2%
-192.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.9% | -1.5% | +2.3% | +1.3% |
| 30D | -21.3% | -0.4% | -20.9% | -21.3% |
| 3M | -37.9% | +6.7% | -44.5% | -40.0% |
| 6M | +12.3% | +2.0% | +10.3% | +9.7% |
| YTD | +39.7% | +0.3% | +39.4% | +36.7% |
| 1Y | +25.7% | +4.2% | +21.5% | +20.3% |
| 3Y | +230.8% | +102.2% | +128.6% | +144.4% |
| 5Y | -8.8% | +118.5% | -127.3% | -34.4% |
| All | +2.0% | +194.2% | -192.2% | -26.7% |
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 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