+38,353.0%
RMD vs HIG
+995.0%
+37,358.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +2.1% | +4.2% | -2.1% | +1.5% |
| 3M | +6.2% | +0.2% | +6.0% | +6.2% |
| 6M | +19.4% | +4.6% | +14.8% | +18.5% |
| YTD | +0.5% | +1.1% | -0.6% | +0.2% |
| 1Y | -3.9% | +4.7% | -8.6% | -4.8% |
| 3Y | +72.5% | +95.5% | -22.9% | +54.9% |
| 5Y | -1.5% | +111.7% | -113.2% | -12.9% |
| 10Y | +345.8% | +263.4% | +82.3% | +252.8% |
| All | +38,353.0% | +995.0% | +37,358.0% | +15,677.7% |
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