-68.4%
PL vs HIG
+0.4%
-68.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.6% | +7.4% |
| 7D | -6.8% | +1.1% | -7.9% | -5.3% |
| 30D | -29.3% | +5.6% | -34.9% | -23.9% |
| 3M | -44.8% | -6.9% | -37.9% | -49.2% |
| 6M | -68.4% | +1.3% | -69.7% | -61.6% |
| All | -68.4% | +0.4% | -68.8% | -61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling