+303.8%
TD vs HIG
+313.7%
-9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.5% | -1.5% | +0.9% | 0.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +4.8% | +6.7% | -1.9% | +1.9% |
| 6M | +28.0% | +2.0% | +26.0% | +26.4% |
| YTD | +30.3% | +0.3% | +30.0% | +29.3% |
| 1Y | +59.8% | +4.2% | +55.6% | +56.0% |
| 3Y | +124.7% | +102.2% | +22.5% | +66.9% |
| 5Y | +127.0% | +118.5% | +8.5% | +62.3% |
| All | +303.8% | +313.7% | -9.8% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling