-17.5%
PINS vs HIG
+216.0%
-233.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | -5.2% | -1.1% | -4.2% | -4.8% |
| 30D | -14.9% | -4.9% | -10.0% | -13.1% |
| 3M | -8.4% | +6.8% | -15.2% | -11.3% |
| 6M | +0.6% | -1.7% | +2.3% | +0.7% |
| YTD | -22.2% | -0.2% | -22.0% | -22.9% |
| 1Y | -46.9% | +5.7% | -52.6% | -48.9% |
| 3Y | -26.9% | +100.3% | -127.2% | -49.1% |
| 5Y | -63.0% | +118.5% | -181.5% | -75.6% |
| All | -17.5% | +216.0% | -233.5% | -58.8% |
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