+10,444.8%
PH vs HIG
+992.6%
+9,452.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +1.7% | +5.4% | -3.7% | +0.2% |
| 3M | -8.1% | -0.9% | -7.2% | -8.1% |
| 6M | +11.5% | +4.8% | +6.7% | +9.8% |
| YTD | +11.4% | +0.9% | +10.5% | +10.6% |
| 1Y | +14.1% | +6.5% | +7.6% | +11.7% |
| 3Y | +138.2% | +95.7% | +42.5% | +100.9% |
| 5Y | +216.0% | +107.1% | +108.9% | +163.5% |
| 10Y | +710.0% | +262.6% | +447.3% | +490.2% |
| All | +10,444.8% | +992.6% | +9,452.2% | +4,373.1% |
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