+135.8%
BP vs HIG
+122.5%
+13.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +9.1% | -4.9% | +14.0% | +11.0% |
| 3M | +3.9% | +6.8% | -2.9% | +1.1% |
| 6M | +13.6% | -1.7% | +15.3% | +13.7% |
| YTD | +34.0% | -0.2% | +34.3% | +32.9% |
| 1Y | +39.2% | +5.7% | +33.5% | +34.3% |
| 3Y | +36.4% | +100.3% | -63.9% | -8.7% |
| 5Y | +135.8% | +118.5% | +17.3% | +44.5% |
| All | +135.8% | +122.5% | +13.3% | +44.5% |
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