-5.8%
TDG vs HIG
+12.7%
-18.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.2% |
| 7D | +7.1% | +6.2% | +0.9% | +5.7% |
| 30D | +11.4% | +9.4% | +1.9% | +9.4% |
| 3M | -4.6% | -2.3% | -2.2% | -4.3% |
| 6M | +5.8% | +4.2% | +1.7% | +4.4% |
| YTD | -8.5% | +1.6% | -10.1% | -9.0% |
| 1Y | -5.8% | +9.9% | -15.7% | -8.9% |
| All | -5.8% | +12.7% | -18.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling