+243.8%
HPQ vs HIG
+313.7%
-69.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.6% |
| 7D | +9.8% | -1.5% | +11.2% | +10.6% |
| 30D | +22.4% | -0.4% | +22.7% | +22.5% |
| 3M | +45.2% | +6.7% | +38.5% | +40.5% |
| 6M | +96.4% | +2.0% | +94.5% | +93.4% |
| YTD | +65.4% | +0.3% | +65.1% | +64.0% |
| 1Y | +31.6% | +4.2% | +27.4% | +27.8% |
| 3Y | +37.0% | +102.2% | -65.2% | -7.1% |
| 5Y | +53.0% | +118.5% | -65.5% | -0.9% |
| All | +243.8% | +313.7% | -69.8% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling