+608.2%
BP vs HIG
+1,002.1%
-393.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | +7.6% | -3.2% | +10.8% | +8.2% |
| 3M | +0.7% | +9.1% | -8.4% | -1.0% |
| 6M | +15.5% | -1.8% | +17.3% | +15.5% |
| YTD | +30.8% | +1.8% | +29.1% | +29.9% |
| 1Y | +34.3% | +4.6% | +29.7% | +32.6% |
| 3Y | +35.1% | +101.6% | -66.6% | +18.1% |
| 5Y | +126.8% | +124.5% | +2.3% | +94.7% |
| 10Y | +123.4% | +317.8% | -194.4% | +71.6% |
| All | +608.2% | +1,002.1% | -393.9% | +277.1% |
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 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