+72.9%
PBR vs HIG
+12.7%
+60.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.3% | -6.8% |
| 7D | -11.0% | +6.2% | -17.2% | -10.7% |
| 30D | -18.8% | +9.4% | -28.2% | -18.2% |
| 3M | +7.8% | -2.3% | +10.2% | +7.6% |
| 6M | -7.6% | +4.2% | -11.7% | -7.2% |
| YTD | +72.7% | +1.6% | +71.1% | +73.2% |
| 1Y | +72.9% | +9.9% | +63.1% | +73.3% |
| All | +72.9% | +12.7% | +60.2% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling