+782.8%
PH vs HIG
+315.0%
+467.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.1% | -2.3% | -0.8% | -1.8% |
| 30D | -11.8% | -1.2% | -10.6% | -11.2% |
| 3M | +6.9% | +6.3% | +0.6% | +2.6% |
| 6M | -1.3% | +0.6% | -1.9% | -2.4% |
| YTD | +7.0% | +0.6% | +6.3% | +5.6% |
| 1Y | +23.1% | +6.1% | +17.0% | +17.4% |
| 3Y | +135.4% | +102.0% | +33.4% | +50.3% |
| 5Y | +250.3% | +119.2% | +131.1% | +111.6% |
| All | +782.8% | +315.0% | +467.8% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling