+82.3%
PL vs HIG
+124.5%
-42.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -9.3% | +0.3% | -9.6% | -9.5% |
| 30D | -18.9% | -3.2% | -15.7% | -17.9% |
| 3M | -58.4% | +9.1% | -67.5% | -60.9% |
| 6M | -30.3% | -1.8% | -28.5% | -30.5% |
| YTD | -8.1% | +1.8% | -9.9% | -11.1% |
| 1Y | +180.5% | +4.6% | +175.9% | +167.2% |
| 3Y | +444.1% | +101.6% | +342.5% | +249.9% |
| All | +82.3% | +124.5% | -42.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling