+715.0%
P vs HIG
+304.7%
+410.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.5% |
| 7D | +7.8% | -1.1% | +8.9% | +8.4% |
| 30D | +12.3% | -4.9% | +17.2% | +14.6% |
| 3M | +37.1% | +6.8% | +30.3% | +32.2% |
| 6M | +66.1% | -1.7% | +67.8% | +65.4% |
| YTD | +50.9% | -0.2% | +51.2% | +48.8% |
| 1Y | +27.2% | +5.7% | +21.5% | +21.8% |
| 3Y | +158.7% | +100.3% | +58.4% | +77.7% |
| 5Y | +291.1% | +118.5% | +172.6% | +153.9% |
| 10Y | +715.0% | +309.7% | +405.3% | +210.7% |
| All | +715.0% | +304.7% | +410.3% | +210.7% |
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 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