+113.1%
BHP vs HIG
+118.8%
-5.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.0% |
| 30D | -0.8% | -1.2% | +0.4% | -0.6% |
| 3M | +7.6% | +6.3% | +1.3% | +4.7% |
| 6M | +20.8% | +0.6% | +20.2% | +19.7% |
| YTD | +50.8% | +0.6% | +50.1% | +49.2% |
| 1Y | +70.9% | +6.1% | +64.8% | +64.9% |
| 3Y | +78.0% | +102.0% | -24.0% | +21.0% |
| 5Y | +113.1% | +119.2% | -6.1% | +35.1% |
| All | +113.1% | +118.8% | -5.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling