+707.9%
P vs HIG
+270.3%
+437.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.6% | +6.0% |
| 7D | -9.6% | -0.5% | -9.1% | -9.5% |
| 30D | -33.4% | +4.5% | -37.9% | -35.0% |
| 3M | +14.2% | -5.5% | +19.7% | +16.0% |
| 6M | +31.6% | +3.1% | +28.5% | +27.6% |
| YTD | +53.5% | -0.8% | +54.3% | +50.6% |
| 1Y | +14.2% | +6.1% | +8.1% | +8.7% |
| 3Y | +190.5% | +94.1% | +96.4% | +102.1% |
| 5Y | +256.3% | +106.4% | +149.9% | +137.0% |
| 10Y | +707.9% | +265.1% | +442.8% | +268.4% |
| All | +707.9% | +270.3% | +437.5% | +268.4% |
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