+64.8%
PR vs HIG
+270.3%
-205.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -12.4% | -0.5% | -11.9% | -12.2% |
| 30D | -6.6% | +4.5% | -11.0% | -9.8% |
| 3M | +7.5% | -5.5% | +13.0% | +10.8% |
| 6M | +10.8% | +3.1% | +7.7% | +6.7% |
| YTD | +57.0% | -0.8% | +57.8% | +54.0% |
| 1Y | +67.9% | +6.1% | +61.9% | +56.2% |
| 3Y | +87.6% | +94.1% | -6.5% | +8.3% |
| 5Y | +220.4% | +106.4% | +113.9% | +77.6% |
| 10Y | +64.8% | +265.1% | -200.2% | -38.4% |
| All | +64.8% | +270.3% | -205.5% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling