-21.9%
PINS vs HIG
+214.2%
-236.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -6.2% | -0.5% | -5.7% | -5.9% |
| 30D | -10.9% | +4.5% | -15.4% | -12.6% |
| 3M | -19.5% | -5.5% | -14.0% | -17.6% |
| 6M | -10.4% | +3.1% | -13.5% | -12.0% |
| YTD | -26.4% | -0.8% | -25.6% | -26.9% |
| 1Y | -29.6% | +6.1% | -35.7% | -32.3% |
| 3Y | -39.0% | +94.1% | -133.1% | -56.9% |
| 5Y | -59.1% | +106.4% | -165.6% | -72.4% |
| All | -21.9% | +214.2% | -236.0% | -60.9% |
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