+469.1%
P vs HIG
+263.5%
+205.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.5% |
| 7D | -23.8% | +1.1% | -24.9% | -24.3% |
| 30D | -36.6% | +5.6% | -42.2% | -38.5% |
| 3M | +10.9% | -6.9% | +17.7% | +13.3% |
| 6M | +30.0% | +1.3% | +28.7% | +27.0% |
| YTD | +44.4% | -1.5% | +45.8% | +42.0% |
| 1Y | +3.9% | +6.6% | -2.7% | -1.5% |
| 3Y | +176.6% | +91.2% | +85.4% | +92.9% |
| 5Y | +249.3% | +106.1% | +143.2% | +131.2% |
| 10Y | +726.9% | +283.7% | +443.2% | +257.2% |
| All | +469.1% | +263.5% | +205.7% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling