+1,641.2%
PBR vs HIG
+268.7%
+1,372.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +17.5% | -2.8% | +20.4% | +18.3% |
| 3M | +20.9% | +6.3% | +14.5% | +18.7% |
| 6M | +20.2% | -0.1% | +20.3% | +19.8% |
| YTD | +84.3% | +0.4% | +83.8% | +83.0% |
| 1Y | +77.1% | +6.2% | +70.9% | +73.1% |
| 3Y | +100.8% | +101.6% | -0.8% | +63.9% |
| 5Y | +556.1% | +119.8% | +436.3% | +420.1% |
| 10Y | +676.1% | +311.7% | +364.3% | +428.2% |
| All | +1,641.2% | +268.7% | +1,372.5% | +845.0% |
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