+476.4%
BHP vs HIG
+313.7%
+162.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -1.5% | -2.2% | -3.1% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +1.2% | +6.7% | -5.5% | -1.9% |
| 6M | +21.4% | +2.0% | +19.4% | +19.5% |
| YTD | +50.4% | +0.3% | +50.1% | +48.7% |
| 1Y | +67.5% | +4.2% | +63.3% | +62.5% |
| 3Y | +72.8% | +102.2% | -29.4% | +24.0% |
| 5Y | +112.6% | +118.5% | -5.9% | +46.4% |
| All | +476.4% | +313.7% | +162.8% | +179.7% |
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 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