+16.8%
PM vs HIG
+6.8%
+10.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -0.2% | -2.8% | +2.7% | +1.0% |
| 3M | +4.9% | +6.3% | -1.4% | +2.1% |
| 6M | +9.0% | -0.1% | +9.1% | +8.8% |
| YTD | +17.8% | +0.4% | +17.3% | +17.3% |
| 1Y | +16.8% | +6.2% | +10.6% | +13.0% |
| All | +16.8% | +6.8% | +10.0% | +13.0% |
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 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