+49.5%
RMD vs HIG
+101.4%
-51.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.7% | -0.5% | -4.3% | -4.6% |
| 30D | +0.2% | -2.8% | +3.1% | +0.7% |
| 3M | +12.0% | +6.3% | +5.7% | +10.8% |
| 6M | -12.5% | -0.1% | -12.4% | -12.8% |
| YTD | -7.9% | +0.4% | -8.4% | -8.3% |
| 1Y | -20.4% | +6.2% | -26.6% | -21.2% |
| All | +49.5% | +101.4% | -51.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling