+281.3%
P vs HIG
+124.5%
+156.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.7% |
| 7D | +6.5% | +0.3% | +6.2% | +6.5% |
| 30D | +18.8% | -3.2% | +22.1% | +19.9% |
| 3M | +26.7% | +9.1% | +17.6% | +22.3% |
| 6M | +62.2% | -1.8% | +64.0% | +62.3% |
| YTD | +48.5% | +1.8% | +46.7% | +46.3% |
| 1Y | +26.4% | +4.6% | +21.8% | +23.1% |
| 3Y | +159.4% | +101.6% | +57.8% | +83.7% |
| All | +281.3% | +124.5% | +156.8% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling