+540.2%
PL vs HIG
+95.7%
+444.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +13.4% | -0.7% | +14.0% | +13.5% |
| 30D | -10.2% | +5.4% | -15.5% | -11.6% |
| 3M | -39.5% | -0.9% | -38.6% | -39.4% |
| 6M | -65.7% | +4.8% | -70.5% | -66.8% |
| YTD | -27.3% | +0.9% | -28.2% | -28.6% |
| 1Y | +15.0% | +6.5% | +8.5% | +8.9% |
| All | +540.2% | +95.7% | +444.5% | +442.5% |
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