+542.7%
PBR vs HIG
+116.1%
+426.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +5.4% | -1.5% | +6.8% | +5.8% |
| 30D | +22.9% | -0.4% | +23.2% | +22.8% |
| 3M | +19.6% | +6.7% | +13.0% | +16.8% |
| 6M | +16.5% | +2.0% | +14.5% | +15.2% |
| YTD | +86.7% | +0.3% | +86.4% | +85.1% |
| 1Y | +74.7% | +4.2% | +70.5% | +70.6% |
| 3Y | +102.6% | +102.2% | +0.3% | +47.5% |
| All | +542.7% | +116.1% | +426.6% | +335.6% |
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