+39.5%
PL vs HIG
+124.1%
-84.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +10.0% | +2.6% | +7.4% | +9.0% |
| 30D | -2.3% | +4.2% | -6.4% | -4.3% |
| 3M | -44.2% | +0.2% | -44.4% | -44.6% |
| 6M | -66.1% | +4.6% | -70.7% | -67.5% |
| YTD | -30.0% | +1.1% | -31.1% | -32.2% |
| 1Y | +21.0% | +4.7% | +16.3% | +15.0% |
| 3Y | +516.5% | +95.5% | +421.1% | +317.1% |
| 5Y | +32.0% | +111.7% | -79.6% | -15.2% |
| All | +39.5% | +124.1% | -84.6% | -10.7% |
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