+73.2%
BHP vs HIG
+101.8%
-28.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -3.7% | -2.3% | -1.4% | -3.5% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | +7.6% | +6.3% | +1.3% | +6.3% |
| 6M | +20.8% | +0.6% | +20.2% | +20.5% |
| YTD | +50.8% | +0.6% | +50.1% | +50.4% |
| 1Y | +70.9% | +6.1% | +64.8% | +68.3% |
| All | +73.2% | +101.8% | -28.6% | +33.1% |
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