+140.8%
PH vs HIG
+99.1%
+41.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | -10.8% | -4.9% | -5.9% | -8.9% |
| 3M | +8.5% | +6.8% | +1.7% | +4.8% |
| 6M | +3.9% | -1.7% | +5.6% | +4.3% |
| YTD | +9.4% | -0.2% | +9.6% | +8.9% |
| 1Y | +26.8% | +5.7% | +21.1% | +22.3% |
| 3Y | +140.8% | +100.3% | +40.5% | +81.4% |
| All | +140.8% | +99.1% | +41.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling