+3,178.1%
BHP vs HIG
+980.5%
+2,197.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +1.3% | -1.1% | +2.3% | +1.5% |
| 30D | +4.0% | -4.9% | +8.9% | +5.2% |
| 3M | +12.3% | +6.8% | +5.5% | +10.2% |
| 6M | +30.8% | -1.7% | +32.5% | +30.7% |
| YTD | +58.8% | -0.2% | +59.0% | +57.9% |
| 1Y | +76.8% | +5.7% | +71.1% | +73.1% |
| 3Y | +87.5% | +100.3% | -12.8% | +55.8% |
| 5Y | +123.9% | +118.5% | +5.4% | +81.8% |
| 10Y | +504.4% | +309.7% | +194.6% | +311.1% |
| All | +3,178.1% | +980.5% | +2,197.6% | +1,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling