+36.4%
BP vs HIG
+99.1%
-62.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.7% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | +9.1% | -4.9% | +14.0% | +9.8% |
| 3M | +3.9% | +6.8% | -2.9% | +2.9% |
| 6M | +13.6% | -1.7% | +15.3% | +13.8% |
| YTD | +34.0% | -0.2% | +34.3% | +33.7% |
| 1Y | +39.2% | +5.7% | +33.5% | +37.0% |
| 3Y | +36.4% | +100.3% | -63.9% | +19.8% |
| All | +36.4% | +99.1% | -62.6% | +19.8% |
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