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  • P vs HIG✓SelectedUSD · HIGP vs HIG performance historyLatest closeAs of+1.64%09/08
Stock and ETF performance explorer

P vs HIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+715.0%
HIG return
+304.7%
Excess return
+410.3%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioHIGExcessAlpha
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