+32.8%
PM vs HIG
+5.3%
+27.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.0% |
| 7D | +0.5% | +2.6% | -2.1% | -0.6% |
| 30D | -3.2% | +4.2% | -7.4% | -4.9% |
| 3M | +6.2% | +0.2% | +6.0% | +6.1% |
| 6M | +7.7% | +4.6% | +3.1% | +5.2% |
| YTD | +27.3% | +1.1% | +26.2% | +26.9% |
| 1Y | +32.8% | +4.7% | +28.1% | +29.6% |
| All | +32.8% | +5.3% | +27.5% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling