+640.7%
BP vs HIG
+990.4%
-349.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -5.6% | +4.4% | -9.9% | -6.4% |
| 3M | +8.0% | 0.0% | +8.0% | +7.9% |
| 6M | +5.7% | +3.8% | +1.9% | +4.7% |
| YTD | +36.8% | +0.7% | +36.1% | +36.0% |
| 1Y | +30.7% | +5.0% | +25.7% | +28.9% |
| 3Y | +51.6% | +95.3% | -43.7% | +33.2% |
| 5Y | +112.2% | +110.8% | +1.4% | +84.0% |
| 10Y | +138.6% | +261.9% | -123.3% | +87.0% |
| All | +640.7% | +990.4% | -349.7% | +294.7% |
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